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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Comparing coefficients from two ivregress models |
Date | Thu, 08 Sep 2011 14:29:09 +0200 |
This seems to be the simplest solution! Thanks T. Best, J. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 08.09.2011 10:48, Tirthankar Chakravarty wrote:
Use -gmm- and specify that you want the equations to be considered independently (the moment conditions are independent). Note that the point estimates are identical from two independent calls to -ivregress 2sls- and the corresponding -gmm-. Throughout, "turn" is the included endogenous variable. /**********************************************/ sysuse auto, clear ivregress 2sls mpg gear_ratio (turn = weight length headroom) ivregress 2sls mpg gear_ratio length (turn = weight length headroom) gmm (eq1: mpg - {b1}*turn - {b2}*gear_ratio - {b0}) /// (eq2: mpg - {c1}*turn - {c2}*gear_ratio -{c3}*length - {c0}), /// instruments(gear_ratio weight length headroom) /// onestep winitial(unadjusted, indep) test [b2]_cons = [c2]_cons /**********************************************/ T On Thu, Sep 8, 2011 at 1:12 AM, Maarten Buis<maartenlbuis@gmail.com> wrote:On Thu, Sep 8, 2011 at 9:56 AM, YUNHEE CHANG wrote:I am estimating two differently-specified IV regressions and trying to compare coefficients between the two models. I tried: ivregress 2sls y x1 x2 (x1=z) est store reg1 ivregress 2sls y x1 x2 x3 (x1=z) est store reg2 test [reg1]_b[x1]=[reg2]_b[x1] Then I get "equation [reg1] not found" error. What am I doing wrong?That might have worked after you combined both models with -suest-, but -ivregress- cannot be used together with -suest-. So what you want cannot be done. Sorry, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/
* * 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/