Dear John,
Thanks very much for your suggestion. I wonder whether this would
still be fine when the variable of interest is the endogenous
variable.
Regards,
Erasmo
On Mon, Mar 30, 2009 at 6:32 PM, JOHN ANTONAKIS <[email protected]> wrote:
> Hi Erasmo:
>
> One solution may be to create an indicator variable (for the groups) that
> you interact with your variables of interest? A significant interaction
> indicates that the coefficients are not the same across the two groups.
>
> HTH,
> John.
>
> ____________________________________________________
>
> Prof. John Antonakis
> Associate Dean Faculty of Business and Economics
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
>
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>
> ____________________________________________________
>
>
>
> On 30.03.2009 17:06, Erasmo Giambona wrote:
>>
>> Dear Statalist,
>>
>> I am fitting the same exact model to two different samples using
>> xtivreg2. I would like to test whether the coefficients on the
>> endogenous variables are statistically different from each other
>> across the two groups.
>>
>> I understand that this test can be performed with suest after regress,
>> but suest does not work after xtivreg2.
>>
>> I would appreciate any suggestions on how I could perform this test in
>> this case.
>>
>> Regards,
>>
>> Erasmo
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