Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: testing coefficients across different ivreg models - large dataset with many variables


From   "Imberman, Scott A" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: testing coefficients across different ivreg models - large dataset with many variables
Date   Thu, 10 Mar 2011 09:23:20 -0600

Dear Statalisters,

I'm trying to run the following models on two different subsamples

ivreg y = (x = z), cluster(k) if j = 1  (model1)
ivreg y = (x = z), cluster(k) if j = 2  (model2)
ivreg y = (x = z), cluster(k) if j = 3  (model3)
ivreg y = (x = z), cluster(k) if j = 4  (model4)

and I want to test if x(model 1)  = x(model 2) = x(model 3) = x(model 4)

I know that I can't use suest with ivreg and I can't use hausman due to the clustering.  I'm trying to stack the data and run a fully interacted model as suggested in this posting 

http://www.stata.com/statalist/archive/2010-04/msg00366.html

but my dataset is very large and I have many fixed effects and controls - about 1300 in each model, so 5200 in the fully interacted model and so it's taking a very long time to run.  Is there any other way to test the coefficients across the separate models?

Thanks.

Scott A. Imberman
Assistant Professor of Economics
University of Houston
204 McElhinney Hall
Houston, TX 77204-5019
 
713-743-3839
[email protected]
http://class.uh.edu/faculty/simberman

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index