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st: Compare ivreg coefficients across models


From   Bart Vanneste <bartvanneste@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Compare ivreg coefficients across models
Date   Fri, 27 Nov 2009 12:09:29 -0800 (PST)

Dear all,

I have two instrumental variable regression estimated on two partially overlapping samples. I'd like to statistically compare a coefficient of model 1 with a coefficient of model 2. When I use suest to construct a common variance-covariance matrix, I get the following error message:
(ivregress): ivregress is not supported by suest
(ivreg2): unable to generate scores for model modelone suest requires that predict allow the score option r(322); 


What should I do to compare two coefficients across iv models?

Earlier discussion of the same issue did not resolve the problem:
http://www.stata.com/statalist/archive/2009-07/msg01012.html
http://www.stata.com/statalist/archive/2005-04/msg00754.html

Any help is greatly appreciated,
Bart


      
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