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st: Chow Test for IV estimators in STATA

From   Sungbok Lee <[email protected]>
To   [email protected]
Subject   st: Chow Test for IV estimators in STATA
Date   Fri, 1 Jan 2010 16:33:33 -0600

Dear all,

Is there anyone that have experienced the same question with mine in STATA? 
Please let me know how you did it.

My question is to test the equality of the two IV estimators. But I have no 
idea of how to define an unrestricted regression expression in STATA.

*restricted model: all coefficients are equal between the two groups
ivreg y (x1 x2 = z1 z2)

*unrestircted model: the coefficient for x1 is different but the coefficient 
for x2 is equal


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