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Re: st: Comparing coefficients from two ivregress models


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing coefficients from two ivregress models
Date   Thu, 08 Sep 2011 14:01:13 +0200

Hi

Here's one way to do it:

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

HTH,
John.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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The Leadership Quarterly
__________________________________________


On 08.09.2011 10:12, Maarten Buis wrote:
> On Thu, Sep 8, 2011 at 9:56 AM, YUNHEE CHANG wrote:
>> I am estimating two differently-specified IV regressions and trying to compare coefficients between the two models. I tried:
>>
>> ivregress 2sls y x1 x2 (x1=z)
>> est store reg1
>>
>> ivregress 2sls y x1 x2 x3 (x1=z)
>> est store reg2
>>
>> test [reg1]_b[x1]=[reg2]_b[x1]
>>
>> Then I get "equation [reg1] not found" error. What am I doing wrong?
> That might have worked after you combined both models with -suest-,
> but -ivregress- cannot be used together with -suest-. So what you want
> cannot be done.
>
> Sorry,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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