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st: wald for overlapping samples with suest command


From   "Julia Lang" <Julia2.Lang@uni-dortmund.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: wald for overlapping samples with suest command
Date   Tue, 15 Jun 2010 16:00:22 +0100

Dear all,

I use the suest command to test a cross-model hypothesis. I have two 
different models which I estimate using two different but overlapping 
samples.
Afterwards I use a wald test to check if the sum of two coefficients of 
model 1 is different from another coefficient of model 2.
The suest help says it is possible to use overlapping samples and it works 
with my data. But the manual only explains the method for different models 
on the same data, not on overlapping data.
I also looked at the references but didn't find an explanation for 
overlapping samples.
Do you know any further literature dealing with this special case?

Thank you,
Julia  

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