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From |
Michael Boehm <michael.boehm1@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Test of parameter equality between two seemingly unrelated regressions |

Date |
Wed, 15 Feb 2012 15:25:18 +0000 |

Dear all, I want to run two seemingly unrelated regressions and then test for the equality of coefficients for two of the subregressions, ie sureg (dd t1 t2) (w t1 t2) if sample== 0 sureg (dd t1 t2) (w t1 t2) if sample== 1 and then test whether the coefficient for t1 in the regression of w on t1 and t2 is the same in the two samples. Storing the estimates for the two regressions and then using 'suest' along the lines of sureg (dd t1 t2) (w t1 t2) if sample== 0 estimates store sample0 sureg (dd t1 t2) (w t1 t2) if sample== 1 estimates store sample1 suest sample0 sample1 test.... doesn't work as the suest command says "unable to generate scores for model sample0 suest requires that predict allow the score option". Does anyone have an idea of what to do? Thanks, Michael * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Test of parameter equality between two seemingly unrelated regressions***From:*Maarten Buis <maartenlbuis@gmail.com>

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