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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   Tue, 17 Aug 2010 06:26:27 -0700 (PDT)

Hi, Sascha,

OK, take the stata example from the link as an example, if what I want to
replicate using the stacking process is:

est clear 
sysuse nlsw88, clear 
reg wage hours if south 
est sto south 
reg wage hours if smsa 
est sto smsa 
suest south smsa, cluster(hours)

How to realize clustering on "hours" in the stacking process? just use "reg
wage hours? n, cl(hours)" ? But I think we also need to cluster on "idcode"
to make the stacking process equivalent to the -suest- command. So what
should I do to use the stacking process to get the outcome of "suest south
smsa, cluster(hours)"?

Many thanks,
Sharon






Re: test of the equality of coefficients in two models
Aug 17, 2010; 04:07am — by 	 	 Sascha Heller
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 
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