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st: Bootstrapping difference in coefficients of same variable between two models


From   Kristian Karlson <kristian.karlson@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapping difference in coefficients of same variable between two models
Date   Mon, 05 Apr 2010 18:04:55 +0200

Hi,

I need to compare regression coefficients of the same variable between two models with different control variables:

reg y x
reg y x z

I am intersted in the _difference_ between the effects of x in the two models. I wan't to bootstrap the difference in order to obtain the standard error of the difference. (I am aware of the Clogg et al. AJS-1995 analytical solution for the standard error, but I need to do the bootstrap as well).

However, I have browsed through the -bootstrap- help file and Statalist, but I can't figure out how to do it, when the bootstrapping involves two commands.

All the best,
Kristian

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