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st: RE: testing equality of coefficients across two ivregress models


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: testing equality of coefficients across two ivregress models
Date   Mon, 27 Jun 2011 19:25:19 +0100

Nidhya,

http://www.stata.com/statalist/archive/2010-04/msg00373.html

(ht: Austin Nichols)

--Mark 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Nidhiya Menon
> Sent: Monday, June 27, 2011 7:03 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: testing equality of coefficients across two 
> ivregress models
> 
> 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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