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From |
Michela Bia <[email protected]> |

To |
[email protected] |

Subject |
st: Equality of regression coefficients across different models (with different weights) |

Date |
Sat, 16 Jan 2010 00:13:03 +0100 (CET) |

Dear statalisters, happy new year! :) I have to test equality of regression coefficients across different models. The problem is that the models I implement are regressions with different weights (same covariates) and this is not allowed by the test command. I am using Stata/SE 11 for Windows. Here a simple example: clear set obs 2000 ge xa = 10 + invnorm(uniform()) ge xb = 20 + 3*invnorm(uniform()) ge y = xa + xb + 2*invnorm(uniform()) ge w = invnorm(uniform()) replace w = 0.1 if (w < 0) | (w > 1) ge v = 2*invnorm(uniform()) replace v = 0.2 if (v < 0) | (v > 1) reg y xa xb estimates store alfa reg y xa xb [aw = w] estimates store beta reg y xa xb [aw = v] estimates store gamma estimates table alfa beta gamma, eq(1) return li suest beta gamma test [beta_mean = gamma_mean] Do you have any suggestions? Thanks in advance! Michela Bia * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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