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st: AW: testing across different sub-samples

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: testing across different sub-samples
Date   Thu, 24 Sep 2009 15:23:48 +0200


What is the test at the end of the day? A=B, or random effects vs. fixed


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Francesco
Gesendet: Donnerstag, 24. September 2009 15:09
An: [email protected]
Betreff: st: testing across different sub-samples

Dear Martin,

thank you again for your answer. I thought about using a Hausman test, but I

couldn't figure out how to actually implement it in stata for my case. 
Please find below a more detailed description of my problem:

I am estimating the following model

xtreg y b1x1 b2x2 b2x3 b4x4 b5x5 (fe or re)

on two different sub-samples (A and B), which can be individuated by a dummy

D. In both cases, I compute an index given by the sum of the first three 
coefficients (b1+b2+b3). Then I need to assess whether the two indexes from 
the two sub-samples are statistically different.  In other words, I need to 
test whether  (b1+b2+b3)  in A = ( b1+b2+b3)  in B.

Best regards

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