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

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

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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>
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