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Re: st: How to name equations or test coeffs across regs


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: How to name equations or test coeffs across regs
Date   Mon, 27 Sep 2010 17:24:28 -0500

I never even try to guess the names, but just -matrix list e(b)- to
see what they are. And then you can incorporate them into the syntax
of -test- as Michael explained.

. qui sureg (price length weight) (mpg length weight)

. mat li e(b)

e(b)[1,6]
         price:      price:      price:        mpg:        mpg:        mpg:
        length      weight       _cons      length      weight       _cons
y1  -97.960312   4.6990649   10386.541  -.07959347  -.00385148   47.884873

On Mon, Sep 27, 2010 at 1:53 PM, Emily Rauscher <[email protected]> wrote:
>
> I am trying to use the test function to see whether a coefficient is equal in two different OLS regressions.  However, I cannot figure out how to name equations.
>
> When I use the sureg command, as suggested on pp. 1914-5 of the version 11 user's manual, stata does not recognize the first word as an equation name and gives an error.
>
> I feel I'm missing something very simple, but I have searched the manual and tried everything I can find.
> Any suggestions - for either naming equations or a better way to test the equality of coefficients in different regressions - would be hugely appreciated.


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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