Dear statalist members,
I want to use boottest with cmp and mulitple equations, and I don't know how to select the independent variable to be tested in a specific equation.
for example :
cmp (y1 = x1 x2) (y2 = x1 x3) ind($cmp_cont cmp_cont) vce(cluster clu)
I want to first test x1 in the first equation but also x1 in the second equation.
If i write :
boottest x1
It is for the estimate of the second equation, isn't it?
However I want to test x1 in each of both equation. How can I do?
Can you help me?
Thanks
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