Monday, February 27, 2006

Re: st: RE: Sub samples

Thanks Scott - though using an interaction term as your code (I think) implies forces the coefficients on all covariates to be the same across samples. I actually would want not to do that.

----Message d'origine---- >De: "Scott Merryman" <smerryman@kc.rr.com> >A: <statalist@hsphsun2.harvard.edu> >Sujet: st: RE: Sub samples >Date: Mon, 27 Feb 2006 09:21:13 -0600 > >-findit chow- points to several FAQ by William Gould that will be of >interest. > >Here is an example testing if the estimated coefficients for the postwar >years differ. > >webuse grunfeld, clear > >gen byte postwar_years = year >1945 > >foreach var of varlist mvalue kstock { > gen post_`var' = postwar_years*`var' > } > >xtreg invest mvalue kstock post* ,fe >testparm post* > >Scott > > >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >> statalist@hsphsun2.harvard.edu] On Behalf Of Jean.Imbs@unil.ch >> Sent: Monday, February 27, 2006 6:06 AM >> To: statalist@hsphsun2.harvard.edu >> Subject: st: Sub samples >> >> I sent this to no avail a couple of days back. Hopefully, I had no answer >> because it's an obvious question - not because there's no answer... >> I'm trying to test significant differences for a coefficient estimate >> between two sub-samples. Each sub sample is estimated using xtreg, fe. >> That prevents me from using "suest" to run my test. What are the >> alternatives? >> Much obliged - J >> > > >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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