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st: Comparison of coefficients in two separate regressions with two-way clustering


From   "Swanquist, Quinn Thomas" <qswanqui@utk.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Comparison of coefficients in two separate regressions with two-way clustering
Date   Wed, 24 Apr 2013 14:57:47 +0000

I am trying to test for equality of coefficients between two equations using two-way clustering.

I can get it to run using one-way clustering with -suest- but cannot get it to run with two way clustering. How can I do this?

Here is an example of what I am trying to do:

regress depvar indvar
estimates store one
regress depvar indvar
estimates store two
suest one two, cluster(varname1 varname2)

I get the error: cluster():  too many variables specified. Is there another way to do this? I greatly appreciate any help.

Quinn T. Swanquist
qswanqui@utk.edu



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