--- On Mon, 23/3/09, Joshua A Shindell wrote:
> I am looking for a method to perform cross-model hypothesis
> tests of regression coefficients. I understand that the
> command "suest" is designed for this purpose, but
> does not work when xtreg with the re option is the
> estimation method used.
Than your only alternative is to turn this into a single model
hypothesis. This is sometimes possible with some clever use of
interaction terms. If that does not work you can try -gllamm-
to estimate the entire system in one model.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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