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st: tests for cross-model hypotheses after xtgee

From   Federico Belotti <>
Subject   st: tests for cross-model hypotheses after xtgee
Date   Wed, 15 Oct 2008 13:03:00 +0200

Hi everyone,

I ran 2 population-averaged panel data probit model (using xtgee, fam(bin) link(probit)), using the same specification but using overlapping data (1st --> full model, that is xtgee on 2001-2006 sample; and 2nd --> restricted model, that is xtgee on 2002-2006 sample). Now, I have to test if the 2 coefficients of the same
covariate are equal.

I know how to do this using the "suest" command but unfortunately it doesn't work with xtgee...

Does anyone help me??



Federico Belotti
Faculty of Economics
Department of Financial and Quantitative Economics
Tor Vergata University
tel: +39 06 7259 5624

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