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st: testing equality of coefficients across two ivregress models


From   Nidhiya Menon <nmenon@brandeis.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing equality of coefficients across two ivregress models
Date   Mon, 27 Jun 2011 14:03:23 -0400

All,

I am trying to test the equality of coefficients on the endogenous
variable in two ivregress models.  Essentially, I am estimating the
following:

ivregress 2sls y x3 (x1 = z1), cluster (regionid)
ivregress 2sls y x3 (x1 = z1) x2, cluster(regionid)

I want to test whether the coefficient on x1 is statistically equivalent
in the two models with the inclusion of the x2 regressors in the second
model.  I cannot use suest directly to implement this test since
ivregress is not supported.

Any help you are able to provide would be much appreciated.

Many thanks.
Nidhiya



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