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st: AW: Re: testing across different sub-samples


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Re: testing across different sub-samples
Date   Fri, 25 Sep 2009 13:01:40 +0200

<> 



What would the test with one df look like in my example?



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kit Baum
Gesendet: Freitag, 25. September 2009 12:59
An: statalist@hsphsun2.harvard.edu
Betreff: st: Re: testing across different sub-samples

<>
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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