I am working in a three level model (time nested in firms nested in regions) and using Stata 15.1. I would like to compare two different coefficients (say: z2 and z3) from two different regressions. Even though both have the same dep. variable, there are a huge (near 0.8) correlation between the two independent variables (z2 and z3) reason why I do not include them jointly.
Some one told me to compare the distribution of the Betas and search for overlapping, but I am not sure how to do this.
On top of that, I would like to ask if there is something like the suest test (suest does not support meglm) but for a model like the one I show you next.
Thanks in advanced.
Code:
melogit y L.x1 L.x2 z1 z2 ||region: ||firm: , or vce(robust) melogit y L.x1 L.x2 z1 z3 ||region: ||firm: , or vce(robust)
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