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Re: st: RE: comparing regression coefficients across models

From   "Narasimhan Sowmyanarayanan" <>
Subject   Re: st: RE: comparing regression coefficients across models
Date   Mon, 26 Jun 2006 11:48:44 -0400

Thanks a lot for this suggestion. It worked. I did try this earlier.
But here is the issue that I found with what I did earlier. Since I
had lag variables my suest did not work and gave me the following

unable to generate scores for model ratiomodel
suest requires that predict allow the score option

So just now I tried creating a lag_variable instead of l.variable
after your email for all the variables and this worked.

Thanks for your suggestion again.

On 6/26/06, Maarten Buis <> wrote:
This can be done with the -suest- command. See the (substantively nonsensical) example below:

*-------------begin example--------------------
sysuse auto, clear

reg price foreign
est store regprice

reg mpg weight
est store regmpg

suest regprice regmpg

test [regprice_mean]foreign=[regmpg_mean]weight
*-------------------------end example-----------------------


Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

-----Original Message-----
From: []On Behalf Of Narasimhan Sowmyanarayanan
Sent: maandag 26 juni 2006 17:29
Subject: st: comparing regression coefficients across models

Dear Statalist.

I have two models say y1 = a + bx1+cx2+e and y2 = a2 + (b1)x3+(c1)
x4+e. I want to compare if b1 = b after running the respective
regressions. I tried to store the estimates and use "test [equation1
name] _b[coefficientname] = [equation2 name] _b[coefficientname]".

I guess that stata stores only the last estimates. also when I use the
above command I get  a error

=exp required

I am not sure what I am doing wrong. Would be grateful for pointers.

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