Try reg3, e.g.
reg3 (cons exp = x z) (z = q r), 2sls
or if you are sure the model is properly specified everywhere
reg3 (cons exp = x z) (z = q r)
Then the test you are looking for is:
test [cons]z = [exp]z, coef
HTH,
John.
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
____________________________________________________
On 14.04.2009 18:14, Nikolas Asasa wrote:
Dear Stat-users,
Perhaps someone can help?
I have the following problem:
I estimate two separate instrumental variable models:
Ln(CONS) = x1 + z2 (1)
Ln(EXP) = x1 + z2, (2)
z2 – is a variable to be instrumented
Now I would like to compare coefficient of z2 from the first equation to that of a second equation. Could anyone, please advise me on an appropriate test (if any) in Stata? Would suest do the job?
Thank you in advance.
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