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

[Sascha Heller <Sascha.Heller@wiso.uni-hamburg.de>]

Stacking might help:

http://statalist.1588530.n2.nabble.com/st-Compare-ivreg-coefficients-across-models-td4077316.html

Sascha

On 16 Aug 2010, at 16:16, xueliansharon wrote:

> 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
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5428022.html
> Sent from the Statalist mailing list archive at Nabble.com.
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/