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Re: st: comparing equality of coefficients from two subsamples


From   Mario Jose <mariojose276@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing equality of coefficients from two subsamples
Date   Mon, 18 Feb 2013 17:31:58 +0000

Dear Marteen,
Thank you for your help. Regarding you suggestion, should the
interaction be only between sex and x1 (variable whose coefficient is
b1) or with all variables?

Thank you,
MJ





2013/2/18 Maarten Buis <maartenlbuis@gmail.com>:
> 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/


2013/2/18 Maarten Buis <maartenlbuis@gmail.com>:
> 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/


2013/2/18 Maarten Buis <maartenlbuis@gmail.com>:
> 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/


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