Dear John,
thank you for your quick reply.
However, I have some doubts regarding this solution.
Indeed, the gmm solution in the thread works when, given the
dependent variable Y and the indicator variable I (determining whether
Y belongs to group 1 or to group 2):
Y=Y1 if I=1 and 0 otherwise
Y=Y2 if I=0 and 0 otherwise
My situation is more like this:
Y=Y1 if I=1 and missing otherwise
Y=Y2 if I=0 and missing otherwise
In the first case, one estimates coefficients through the whole sample
(simply, you have that the variable is truncated at zero).
In the second case, you want only to estimate coefficients in the
subsample where you estimate the variable.
Ex. if n=1000
I=1 if _n=1/250
I=0 if _n=251/1000
I simply need to estimate Y1 when I have 250 observations and Y2 when
I have the other 750 obs...
How can I deal with this?
Best,
M.
2013/2/14 John Antonakis <John.Antonakis@unil.ch>:
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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