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Re: st: comparing equality of coefficients from two subsamples


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing equality of coefficients from two subsamples
Date   Mon, 18 Feb 2013 18:31:58 -0500

As someone else indicated, your syntax is odd.

The main question I have is whether you want to allow for different
group residual variances. If not, interaction. If so, then I guess the
easiest approach would be -suest-.

On Mon, Feb 18, 2013 at 11:15 AM, Mario Jose <mariojose276@gmail.com> wrote:
> Dear Statalisters,
>
> 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.
>
> I would really appreciate any help.
> Regards
> MJ
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-- 
JVVerkuilen, PhD
jvverkuilen@gmail.com

http://lesswrong.com/

"Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13.
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