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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: comparing equality of coefficients from two subsamples |

Date |
Mon, 18 Feb 2013 11:43:25 -0500 |

Also note that >> xtreg dv iv, if sex==male is a) not legal syntax, and b) won't fit you a "fixed effects model" Joerg On Mon, Feb 18, 2013 at 11:23 AM, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Mon, Feb 18, 2013 at 5:15 PM, Mario Jose wrote: >> I have tryed to solve the question below, searching for help in the >> Stata Archiv without too much success... >> >> I have estimated a fixed effects linear regression for two different >> groups on my sample (say, sex male/female), using this strategy: >> xtreg dv iv, if sex==male >> xtreg dv iv, if sex==female >> >> I am interested in testing whether or not the coefficient b1 is >> identical to each other in the two subsamples. > > That is weird as this is a very common question on Statalist. The > answer is to use interactions. > > -- Maarten > > > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * 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: comparing equality of coefficients from two subsamples***From:*Mario Jose <mariojose276@gmail.com>

**Re: st: comparing equality of coefficients from two subsamples***From:*Maarten Buis <maartenlbuis@gmail.com>

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