Hi Statalist,

I think I want to use the command "suest" to test if two coefficient estimates are the same from two different regression models. However, I think I am experiencing problems as I use first differenced models, which I have read on the statalist does not function well with the "suest" command. A further problem is that one of the regression models is weighted by the the weight of the municipality as a share of the total population. This produce the error "inconsistent weighting types" when using "suest"

The data that I use is paneldata following the same municipalitites over 20 years. I run a simple first difference model where the output is one year change in local unemployment rate (LUR) and the explanatory variable is a one year change in the a share of refugees (RS) in the municipality relative to the municipality population. The erors are clustered at municipality level to take into account correlation within municipalities and I further control for time fixed effects by including a year dummy.
I want to make a robustness test to check if the coefficient estimate changes significantly when weighting the effects by the size of the municipality relative to the total population in the country. Thus I write:

* Weighted regression
reg LUR RS i.year [weight=pop_share], nocons cluster(idnewM)
estimates store weight

* Unweighted regression
reg LUR RS i.year, nocons cluster(idnewM)
estimates store noweight

suest weight noweight
test [weight_mean]RS =[noweight_mean]RS

However, the error message replies "inconsistent weighting types"


I think I found out that I should not cluster in the regression but instead specify it in the suest command, but the error still says "inconsistent weighting types". I have tried othe weighting types as pweight and aweight. But I stille cannot get it to work. The stata I use is 13.0

I hope someone is able to help me

Kind regars Cecilie