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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   Wed, 20 Feb 2013 11:47:15 +0000

Thanks you for comments. Testing for equality of coefficients from
different subsamples, as suggested by Marteen, can be solved by
interactions.
There is an excellent explanation of the procedure in Wooldridge:
Introd.Econometrics ModernApproach; pp. 243-246 and pp. 449-450 and in
the following link:
http://www.stata.com/support/faqs/statistics/chow-tests/

Best,
MJ

2013/2/18 JVerkuilen (Gmail) <jvverkuilen@gmail.com>:
> 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
>> *
>> *   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/
>
>
>
> --
> JVVerkuilen, PhD
> jvverkuilen@gmail.com
>
> http://lesswrong.com/
>
> "Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13.
> *
> *   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 JVerkuilen (Gmail) <jvverkuilen@gmail.com>:
> 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
>> *
>> *   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/
>
>
>
> --
> JVVerkuilen, PhD
> jvverkuilen@gmail.com
>
> http://lesswrong.com/
>
> "Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13.
> *
> *   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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