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, **statalist.org** is already up and running.

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

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 18:02:23 +0100 |

See -help sem- 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 17:16, Manuela Deidda wrote:

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! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: how to test equality of coefficients - ivreg e suest?***From:*Manuela Deidda <manuelad.deidda@gmail.com>

**Re: st: how to test equality of coefficients - ivreg e suest?***From:*John Antonakis <John.Antonakis@unil.ch>

**Re: st: how to test equality of coefficients - ivreg e suest?***From:*Manuela Deidda <manuelad.deidda@gmail.com>

- Prev by Date:
**Re: st: Wrong results for Wilcoxon signed ranks test when data have decimal places (even using double)** - Next by Date:
**st: interpreting marginal effects after ivpois** - Previous by thread:
**Re: st: how to test equality of coefficients - ivreg e suest?** - Next by thread:
**st: Question about fillin** - Index(es):