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st: Re: testing across different sub-samples


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: testing across different sub-samples
Date   Fri, 25 Sep 2009 06:58:48 -0400

<>
Martin is quite correct in describing the test. However it is not the test the original poster asked for, which is a test with one d.f. (that the SUM of three coefficients in one model equals the SUM of three coefficients in another). Martin describes a much stronger statement: that EACH coefficient in one model equals its counterpart. That is a valid test, but a test with 3 d.f., not 1.

Kit

On Sep 25, 2009, at 2:33 AM, Martin wrote:


This is a joint test for the equality of three coefficients across
equations:


**************
sysuse auto, clear
reg pr we le he if f
est store for
reg pr we le he if !f
est store dom
suest for dom
test [for_mean=dom_mean]:weight length headroom
**************


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html

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