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


From   Ángel Rodríguez Laso <angelrlaso@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test of the equality of coefficients in two models
Date   Tue, 17 Aug 2010 18:03:38 +0200

Dear Sharon,

I do not know the IV 2SLS method, but in OLS regression the solution
would be to merge both subsamples and run analysis with interaction
terms gender*variable of interest. If the interaction term were non
significant there would not be evidence of differences between the
estimates for both sexes.

HTH.

Angel Rodriguez Laso

2010/8/16 xueliansharon <xuelianstata@gmail.com>:
> Dear all,
>
> I want to estimate a model with IV 2SLS method. I divide the sample into two
> subsamples: male and female, and estimate two models on these two subsamples
> separately. But then I want to test whether all the coefficients in the two
> models based on the two subsamples are the same, i.e. whether I can just
> estimate the model using the combined sample of males and females. Could
> anybody tell me how to realize this test?
>
>
> Many thanks,
> Sharon
> --
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