Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: tests for cross-model hypotheses after xtgee


From   Federico Belotti <[email protected]>
To   [email protected]
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??

Thanks

Federico

--
Federico Belotti
Faculty of Economics
Department of Financial and Quantitative Economics
Tor Vergata University
tel: +39 06 7259 5624
e-mail: [email protected]
url: http://www.econometrics.it/profile.htm

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index