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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   Wed, 18 Aug 2010 00:40:54 +0200

Okay, understood. cl(idcode hours) obviously won't work.

Just providing an idea: use reg3 (with an 2sls command) instead of ivregress. You then might estimate a stacked model with one equation for "male" and "female" each for the endogenous explanatory variable where you should be able to cluster for your specified variable in each equation. Testing is then no problem anymore. I hope that help's.

Sascha

On 17 Aug 2010, at 15:26, xueliansharon wrote:

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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