Dear Statalisters
I have looked through previous posts on suest on tests related to two coefficients for difference between the subsamples. I have come across Stata code/command for F-test, chi2, and Z-test from those posts.
However, I was unable to find anything specific to my issue (it could be I have overlooked or missed post related my query.
I am using panel data. Let’s say DV is my dependent variable and IV is my independent variable. I have a number of control variables as CV. I want to subsample based the variable S, so my regression looks as follows:
xtreg DV IV1 IV2 CV1 CV2 CV3 i.fyear if S==0, fe robust …. (1)
xtreg DV IV1 IV2 CV1 CV2 CV3 i.fyear if S==1, fe robust ….. (2)
I would like to test if the coefficients of b1+b2 (b_IV1 plus b_ IV2) in Eq. (1) is significantly different from the coefficients of b1+b2 (b_IV1 plus b_ IV2) in Eq. (2).
Hoping someone will be able to guide me on this.
Thank you,
Related Posts with Compare sum of coefficients across different regression subsamples
Do you need to use the same number of data observations for different types of regression?Hello, I want to perform a linear (1 independent variable) and a multiple regression with a sample …
Run a loop only on string variables (without specifying them)Hi! I am using a rather big data set in terms of variables. I have crop specific variables for 18 c…
Creating portfolios sorted by returns and standard deviation.Hello I have sorted stocks by past returns and price standard deviation. And, I tried to create port…
How to create crisis dummy variable in panel countriesTime Period 1970 to 2018 Countries 33 I wanted to create crisis dummy variable 1 if below crisis ye…
regression on continuous outcome variable paired match case control studyre We have done a cross-sectional survey of disease X in cattle. Seropositives were matched to seron…
Subscribe to:
Post Comments (Atom)
0 Response to Compare sum of coefficients across different regression subsamples
Post a Comment