Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: rreg and suest

From   Amy Dunbar <>
To   "" <>
Subject   st: rreg and suest
Date   Tue, 25 Sep 2012 18:29:53 +0000

I would like to use robust regression (rreg)  and suest to compare coefficients in pre vs post models.  I realize I can create an indicator variable and use a single model, but I wanted to show the two approaches get the same results.  

If I use reg instead of rreg, I have no problem.

sysuse auto.dta

rreg price mpg weight if foreign ==1
estimates store m0

rreg price mpg weight if foreign ==0
estimates store m1

********compare coefficients across models **************
suest m0 m1
test [m0_mean]weight = [m1_mean]weight

error message: 
unable to generate scores for model m0
suest requires that predict allow the score option

Is there another way besides using an indicator variable to compare coefficients across equations using rreg? 

 I found the following comment from Nick Cox in a post:
"I'd use -qreg- or one of the newer user-written robust regression programs rather than -rreg-, if only because I would have a job explaining to myself why there is not a less arbitrary way to do robust regression than -rreg-."

I haven't tried other estimators because I am trying to replicate a paper.


Amy Dunbar
University of Connecticut
School of Business
Department of Accounting
2100 Hillside Road Unit 1041
Storrs, CT 06269-1041

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index