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Re: st: comparing equality of coefficients from two subsamples


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
> ---------------------------------
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