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st: Re: test of the equality of coefficients in two models


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: test of the equality of coefficients in two models
Date   Mon, 16 Aug 2010 07:16:00 -0700 (PDT)

Dear all,

To be more specific, the codes I use are:

ivreg2 y x1 x2 (x3 x4=z1 z2 z3) if male==1
estimates store f1
ivreg2 y x1 x2 (x3 x4=z1 z2 z3) if male==0
estimates store f0
suest f1 f0, cluster(mm)

and I got the error message as: 
unable to generate scores for model f1
suest requires that predict allow the score option

Here, y is the dependent variable, x1-x4 are covariates while x3 and x4 are
endogenous, and z1-z3 are instruments. I want to test whether the
coefficients of x1-x4 are the same in the two models based on male and
female subsamples. And I need to use IV 2SLS method. So could anybody help
me?

I would really appreciate your help.

Sharon
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