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Re: st: how to test equality of coefficients - ivreg e suest?


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to test equality of coefficients - ivreg e suest?
Date   Thu, 14 Feb 2013 13:14:59 +0100

Try

http://www.stata.com/statalist/archive/2011-11/msg00487.html

This is a very elegant and quick solution:

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________

On 14.02.2013 13:02, Manuela Deidda wrote:
is there any way to compare equality of estimated coefficients after ivreg?
I have to estimate an iv regression in two different subsamples, defined by
the dummy variable I:
1) I=1
2) I=0

  with regress one can use suest to compare coefficients in a sample split.
Is there a way to do something similar after ivreg?

Any help is appreciated,
thanks a lot!
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