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st: comparing coefficients using suest (same sample, same DV)


From   "Sauermann, Henry" <Henry.Sauermann@scheller.gatech.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: comparing coefficients using suest (same sample, same DV)
Date   Tue, 14 Aug 2012 00:31:07 +0000

Dear statalisters,

I estimate two regressions using the same sample:

(1)	Y=b1x1+e1
(2) 	Y=b1x1+b2x2+e2

and would like to test the difference in b1 across the two models. I think
that suest should work:

reg eq1
est store one
reg eq2
est store two
suest one two
test[mean_one]x1=[mean_two]x1

However, most of the applications of suest I find are comparing
coefficients across different samples or different dependent variables.
The stata handbook also does not provide an example using the sample
sample and the same Y. So, I wanted to see if anyone sees a problem using
suest for this purpose.

Thank you!
Henry

Henry Sauermann
Assistant Professor of Strategic Management
Georgia Institute of Technology
Scheller College of Business
800, W. Peachtree St.
Atlanta, GA 30308
Phone: 404-385-4883
http://mgt.gatech.edu/directory/faculty/sauermann/index.html
SSRN Author page: http://ssrn.com/author=1142729




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