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Re: st: The equality test of parameters

From   "maartenbuis" <[email protected]>
To   [email protected]
Subject   Re: st: The equality test of parameters
Date   Fri, 19 Nov 2004 20:44:56 -0000

What you appear to want is to compare estimates from the same model 
for different datasets (D==1 and D==0). This is not a matter of 
having a model with different equations. One thing you could do is 
create an interactionterm between x and D (call this x_d), and test 
whether x_d is zero using -test-.

> I need to test the equality of parameters of the two
> tobit equations.
> tobit y x if D==1,ll(0)
> tobit y x if D==0,ll(0)
> Although I read help file of "test" and "testnl", I
> did not find out how to set equation name in this
> model and to conduct wald test.

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