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st: How do you test the equality of regression coefficients that are generated from two different TOBIT models, estimated on two different samples?


From   "Maria Cecilia Calderon" <[email protected]>
To   [email protected]
Subject   st: How do you test the equality of regression coefficients that are generated from two different TOBIT models, estimated on two different samples?
Date   Fri, 20 Apr 2007 15:35:25 -0400

Hi!
I want to test the equality of regression coefficients that are
generated after running two different TOBIT models estimated for
males, on one hand, and for females on the other hand.

I am aware of the 'suest' command; it works after regress or probit,
for example, but it does not work after TOBIT. Could you please
explain the reason why the 'suest' command does not work after a TOBIT
regression? And then, how can I test for the equality of the
coefficients after fitting two TOBIT models on two different samples?

In addition, I can test the equality of the coefficients including
interaction terms between the gender variable and each explanatory
variable using the whole sample (males and females). Is there a
difference between this procedure and the 'suest' command?

THANKS A LOT!
Maria
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