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Re: st: Testing coefficients across models


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing coefficients across models
Date   Tue, 27 Apr 2010 19:04:51 +0200

Hi Austin:

That's precisely what I need--tests across stacked models.

-suest- can't help here....thanks for reminding me about your post, which I read a while back and which slipped my mind.

Best,
J.

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On 27.04.2010 17:20, Austin Nichols wrote:
John Antonakis <john.antonakis@unil.ch> :
Testing across models is usually done with -suest-, but see e.g. this thread:
http://www.stata.com/statalist/archive/2010-04/msg00373.html

On Mon, Apr 26, 2010 at 4:51 PM, John Antonakis <john.antonakis@unil.ch> wrote:
Hi:

I am estimating two models as follows:

Model 1:
ivreg2 y1 (x1 = z1 z2)

Model 2:
ivreg2 y2 (x2 = q1 q2)

I would like to test a joint test, across the two models, as follows:

test (x1 = .8) (x2 = .6), mtest (b)

So, I want to accumulate tests across the models.

Any ideas?

Best,
J.
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