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st: re: testing across different sub-samples


From   Kit Baum <kitbaum@me.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: testing across different sub-samples
Date   Fri, 25 Sep 2009 09:52:02 -0400

<>
Martin said

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

In my (quite similar) example:

webuse grunfeld, clear
g byte d = company<7
xi: reg invest kstock mvalue i.time i.company if d
est store zero
xi: reg invest kstock mvalue i.time i.company if !d
est store one
suest zero one
test [zero_mean]kstock+[zero_mean]mvalue=[one_mean]kstock+[one_mean] mvalue

which is the same, conceptually, as that appearing in various postings (in which there were three coeffs. in the sum, not two, but ça ne fait rien).

Kit Baum
kitbaum@me.com




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