Dear All,
I want to test equality of regression coefficients from to models. My first model is basic wage equation, estimated with OLS (reg command). My second model is estimated wage equation corrected for selectivity, where selectivity is estimated by mlogit (labour market status has three categories). It is user written command selmlog by Bourguignon François, Fournier Martin and Gurgand Marc. Their paper and help file are attached. The problem is that I don't know how to save estimates after selmlog command and to use them with e.g. suest command. If I type estimate store, I get the notification "last estimation results not found, nothing to store".
I tried also to save coefficients as matrix, and then test equality of matrix elements from two matrices, but it does not work.
selmlog wage $employment, sel(labour market status=$selection) dmf(2) mlop(b(3)) showmlogit
matrix list e(b)
mat bsel=e(b)
reg wage $employment
mat bmincer=e(b)
test bmincer[1,1]=bsel[1,1]
I get the following result. It is obvious that something is wrong.
( 1) = .0273823
Constraint 1 dropped
F( 0, 3447) = .
Prob > F = .
Could you please help me.
Best wishes,
Aleksandra
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