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st: Naming Equations in Stata


From   Ian Li <ian.li@uwa.edu.au>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   st: Naming Equations in Stata
Date   Wed, 21 Sep 2011 12:20:45 +0800

Dear Statalisters,

I am running an OLS regression across four different samples. The estimating equation is exactly the same for all the samples, for example, I run:

y = a+b1X1+b2X2+e

I would like to run an F-test to determine if the estimated beta coefficient b1 in the first sample is equal to b1 in the second sample, and so on for all four samples. I understand that this can be done using syntax 4 in the -test- function. The syntax is given as:

test [eqno=eqno[=...]] [: coeflist]      (Syntax 4)

where eqno is the name of the equation. However, the help file does not describe how equations are named in Stata. 

The Statalist archive shows that this question has been posed before, see:

http://www.stata.com/statalist/archive/2010-09/msg01294.html

The solution given was to use the -sureg- function (seemingly unrelated regression). However, I do not think that this gives me what I want, as the vce (robust) function is not compatible with -sureg- (which I would like to use), and does not seem appropriate given that all I want is to test the equality of coefficients across equations. The Statalister who posted the original questions also did not indicate if the solution was adequate and gave her what she wanted. 

Would anyone be able to suggest how I can name equations in Stata, or an alternative way to get this F-test done, or how -sureg- is appropriate for my needs? 

Regards
Ian 
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