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


From   Sascha Heller <Sascha.Heller@wiso.uni-hamburg.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: test of the equality of coefficients in two models
Date   Tue, 17 Aug 2010 00:38:35 +0200

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
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