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st: RE: test coefficients across models
Xinzheng,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> xinzheng shi
> Sent: 13 September 2007 03:12
> To: [email protected]
> Subject: st: test coefficients across models
>
> Dear all,
> I have a question. I run two regressions as the
> follows:
> (1) reg Y X1 X2, cluster(id)
> (2) reg Y X1 , cluster(id)
> I would like to test the coefficients before X1 in these two
> regressions are the same. But I cannot do it using "hausman"
> since I used cluster. I also cannot do it using "hausman,
> force". Any one knows how to do it(the simpler, the better)?
-suest- is your friend:
reg Y X1 X2
est store eqn1
reg Y X1
est store eqn2
suest eqn1 eqn2, cluster(id)
and you can now test X1=X1.
--Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
>
> Thanks!
> Xinzheng
>
>
>
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