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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 10:07:00 +0200

Maybe I don't understand your question exactly, but for the STATA example (given in the link), it work's fine when clustering for any other variable (hours etc.) and the SEs change.

Does that answer your question? If not, please give further info.

Sascha

On 17 Aug 2010, at 00:51, xueliansharon wrote:

Hi, Sascha,

Thanks for your reference. Yes, I already read this file, but the problem is that I need to allow for clustering on variable mm, but the method described
in the
http://statalist.1588530.n2.nabble.com/st-Compare-ivreg-coefficients-across-models-td4077316.html
doesn't allow for clustering on another variable mm, since it's already
clustering on idcode.

So is there anyway to allow for clustering on my variable mm?

Thanks,
Sharon





Re: test of the equality of coefficients in two models
Aug 16, 2010; 06:38pm — by 	 	 Sascha Heller
Stacking might help:

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

Sascha
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