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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   Mon, 20 Oct 2008 10:32:49 +0200

Hi everyone,

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