Hi guys
I'm using ivreg2 with Stata 16.0 and windows 10 OS. I want to test the equality of coefficients from 2 different regressions.
[CODE] ivreg2 preco ( ADR DGOV DGOVafvjn1AT DGOVafvjn2AT DGOVafvjn3AT DGOVpfvjn1AT DGOVpfvjn2AT DGOVpfvjn3AT = Receita_l Divtotalliq_l qacoes vmAT_l Divtotalliqafvjn1AT Divtotalliqafvjn2AT Divtotalliqafvjn3AT Divtotalliqpfvjn1AT Divtotalliqpfvjn2AT Divtotalliqpfvjn3AT Receitaafvjn1AT Receitaafvjn2AT Receitaafvjn3AT Receitapfvjn1AT Receitapfvjn2AT Receitapfvjn3AT ReceitaanvjAT DivtotalliqanvjAT ReceitapnvjAT DivtotalliqpnvjAT ReceitalucroAT DivtotalliqlucroAT ReceitaimrGOVADRAT DivtotalliqimrGOVADRAT vmafvjn1AT vmafvjn2AT vmafvjn3AT vmpfvjn1AT vmpfvjn2AT vmpfvjn3AT vmATimrGOVADRAT vmATlucroAT vmATpnvjAT vmATanvjAT qacoesimrGOVADRAT qacoeslucroAT qacoespnvjAT qacoesanvjAT qacoesafvjn1AT qacoesafvjn2AT qacoesafvjn3AT qacoespfvjn1AT qacoespfvjn2AT qacoespfvjn3AT ) afvjn1AT afvjn2AT afvjn3AT pfvjn1AT pfvjn2AT pfvjn3AT pnvjAT anvjAT lucroAT imrGOVADRAT , gmm2s nocons [ \CODE]
[CODE] ivreg2 preco ( ADR DGOV ADRafvjn1AT ADRafvjn2AT ADRafvjn3AT ADRpfvjn1AT ADRpfvjn2AT ADRpfvjn3AT = Receita_l Divtotalliq_l qacoes vmAT_l Divtotalliqafvjn1AT Divtotalliqafvjn2AT Divtotalliqafvjn3AT Divtotalliqpfvjn1AT Divtotalliqpfvjn2AT Divtotalliqpfvjn3AT Receitaafvjn1AT Receitaafvjn2AT Receitaafvjn3AT Receitapfvjn1AT Receitapfvjn2AT Receitapfvjn3AT ReceitaanvjAT DivtotalliqanvjAT ReceitapnvjAT DivtotalliqpnvjAT ReceitalucroAT DivtotalliqlucroAT ReceitaimrGOVADRAT DivtotalliqimrGOVADRAT vmafvjn1AT vmafvjn2AT vmafvjn3AT vmpfvjn1AT vmpfvjn2AT vmpfvjn3AT vmATimrGOVADRAT vmATlucroAT vmATpnvjAT vmATanvjAT qacoesimrGOVADRAT qacoeslucroAT qacoespnvjAT qacoesanvjAT qacoesafvjn1AT qacoesafvjn2AT qacoesafvjn3AT qacoespfvjn1AT qacoespfvjn2AT qacoespfvjn3AT ) afvjn1AT afvjn2AT afvjn3AT pfvjn1AT pfvjn2AT pfvjn3AT pnvjAT anvjAT lucroAT imrGOVADRAT , gmm2s nocons [\CODE]
I want to test if [CODE] DGOVafvjn1AT = ADRafvjn1AT [\CODE]
I tried to use suest, but I keep getting a predict error. I believe is not compatible with ivreg2.
I'm not able to send a pick of my dataset because there is too many variables and exceed linesize limit from dataex.
Can anyone help me with this?
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