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Re: st: RE: Sub samples


From   [email protected]
To   [email protected]
Subject   Re: st: RE: Sub samples
Date   Mon, 27 Feb 2006 16:25:46 +0100

Thanks Scott - though using an interaction term as your code (I think) implies forces the coefficients on all covariates to be the same across samples. I actually would want not to do that.


----Message d'origine----
>De: "Scott Merryman" <[email protected]>
>A: <[email protected]>
>Sujet: st: RE: Sub samples
>Date: Mon, 27 Feb 2006 09:21:13 -0600
>
>-findit chow- points to several FAQ by William Gould that will be of
>interest.
>
>Here is an example testing if the estimated coefficients for the postwar
>years differ.
>
>webuse grunfeld, clear
>
>gen byte postwar_years = year >1945
>
>foreach var of varlist mvalue kstock  {
>  gen post_`var' = postwar_years*`var'
>  }
>
>xtreg invest mvalue kstock post* ,fe
>testparm post*
>
>Scott
>
>
>> -----Original Message-----
>> From: [email protected] [mailto:owner-
>> [email protected]] On Behalf Of [email protected]
>> Sent: Monday, February 27, 2006 6:06 AM
>> To: [email protected]
>> Subject: st: Sub samples
>> 
>> I sent this to no avail a couple of days back. Hopefully, I had no answer
>> because it's an obvious question - not because there's no answer...
>> I'm trying to test significant differences for a coefficient estimate
>> between two sub-samples. Each sub sample is estimated using xtreg, fe.
>> That prevents me from using "suest" to run my test. What are the
>> alternatives?
>> Much obliged - J
>> 
>
>
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