Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: test of the equality of coefficients in two models
From
Ángel Rodríguez Laso <[email protected]>
To
[email protected]
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 <[email protected]>:
> 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
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/test-of-the-equality-of-coefficients-in-two-models-tp5427850p5427850.html
> Sent from the Statalist mailing list archive at Nabble.com.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/