Sunday, February 26, 2006

st: Testing coefficient equality across estimations

I want to test coefficient equality across two sub samples, using a Fixed Effects (, fe) estimation. Should be straightforward, and I thought I could use "suest", but xtreg, fe does not allow "score" after predict, and so I cannot use suest. Any other (probably obvious) alternatives?

Much obliged. JI

* * 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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