Dear statalists,
Can I compare the coefficients of one certain variable from two different samples by -suest-?
If can, why the coeffiecients in -suest- are different from independent -reg- no matter whether I take vce(robust) or not ? Which one should I take to report?
What does "_lnvar" mean?
webuse income,clear
.
. regress inc edu exp if male
Source | SS df MS Number of obs = 110
-------------+------------------------------ F( 2, 107) = 20.05
Model | 639.919043 2 319.959521 Prob > F = 0.0000
Residual | 1707.31485 107 15.9562136 R-squared = 0.2726
-------------+------------------------------ Adj R-squared = 0.2590
Total | 2347.2339 109 21.5342559 Root MSE = 3.9945
------------------------------------------------------------------------------
inc | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
edu | 1.841002 .383369 4.80 0.000 1.081018 2.600986
exp | 1.590727 .3569439 4.46 0.000 .8831278 2.298327
_cons | 1.783822 .3818906 4.67 0.000 1.026769 2.540876
------------------------------------------------------------------------------
.
. estimates store Male
.
.
. regress inc edu exp if !male
Source | SS df MS Number of obs = 167
-------------+------------------------------ F( 2, 164) = 43.30
Model | 1418.47853 2 709.239266 Prob > F = 0.0000
Residual | 2686.09306 164 16.3786162 R-squared = 0.3456
-------------+------------------------------ Adj R-squared = 0.3376
Total | 4104.57159 166 24.7263349 Root MSE = 4.0471
------------------------------------------------------------------------------
inc | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
edu | 2.475213 .3160483 7.83 0.000 1.851165 3.099261
exp | 1.354081 .3043211 4.45 0.000 .7531885 1.954974
_cons | 1.250719 .3132966 3.99 0.000 .6321043 1.869334
------------------------------------------------------------------------------
. . estimates store Female.
.
.
. suest Male Female
Simultaneous results for Male, Female
Number of obs = 277
------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Male_mean |
edu | 1.841002 .3911029 4.71 0.000 1.074454 2.607549
exp | 1.590727 .3320187 4.79 0.000 .9399827 2.241472
_cons | 1.783822 .3829948 4.66 0.000 1.033166 2.534478
-------------+----------------------------------------------------------------
Male_lnvar |
_cons | 2.769848 .1328349 20.85 0.000 2.509497 3.0302
-------------+----------------------------------------------------------------
Female_mean |
edu | 2.475213 .3093986 8.00 0.000 1.868803 3.081623
exp | 1.354081 .2982058 4.54 0.000 .7696084 1.938554
_cons | 1.250719 .3122779 4.01 0.000 .638666 1.862773
-------------+----------------------------------------------------------------
Female_lnvar |
_cons | 2.795977 .0976384 28.64 0.000 2.604609 2.987344
------------------------------------------------------------------------------
. test [Male_mean]edu = [Female_mean]edu
( 1) [Male_mean]edu - [Female_mean]edu = 0
chi2( 1) = 1.62
Prob > chi2 = 0.2035
Many thanks for any help!
Best regards,
Rose.
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