Re: st: equal coefficients?

[Roger Newson <roger.newson@kcl.ac.uk>]

At 11:29 20/08/02 +0200, Hans J. Baumgartner  wrote:
> Dear statalist,
>
> I wonder if there is a command to test if the coefficient on x1 in
> regression (1) is equal to the coefficient on the same x1 but in another
> regression (2), which is differently specified. I am applying a simple
> OLS using robust standard errors.
What you want to do is called seemingly unrelated estimation. If you type

findit suest

or

net search suest

within Web-aware Stata, then you will find out about the -suest- package, 
written by Jeroen Weesie, which does seemingly unrelated estimation.

I hope this helps.

Roger


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
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Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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