whether I can just estimate the model using the combined sample of males and females. Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. 1. linearHypothesis() to test coefficients of terms enclosed in I(X) 0. Test the claim that the variable age does not belong in the model. Well, you have the results of testing whether they are equal. The regress command will be followed by the command: test age1ht age2ht. For example, you might believe that the regression coefficient of height predicting weight would be higher for men than for women. Normally I would run suest and lincom following two regressions but this doesn't work after xtabond because xtabond is is gmm estimation. For number-1, you could analyze the whole dataset with both gender and add gender in the model. With two regular regressions I would use something like the following code in Stata to test a cross-equation restriction: sureg (y1 x ) (y2 x ) lincom [y1]x - [y2]x However Stata is explaining that this is not possible when I try to use xtreg. Stata reports it has omitted all independent variables (11 in total, but 'ESG' is the variable of interest) due to collinearity (I assume that's supposed to happen) The coefficient for "which_outcome#c.ESG2" is statistically significant, but does not match the actual difference between both coefficients when I run the regressions separately. OR We want to compare regression beta's coming from two different regressions. I divide the sample into two subsamples: male and female, and estimate two models on these two subsamples separately. Test the claim that the gender differential is ten percent. use sample_1, clear //Read dataset for the first regression regress nis switch_lead reppdr reppret reppdrret est store model1 Below, we have a data file with 10 fictional females and 10 fictional males, along with their height in inches and their weight in pounds. In Stata. The coefficeint for gender produced by the model is the test for equality of the coefficients between male and female. test female=-0.10. GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together. Here is how I code it. But then I want to test whether all the coefficients in the two models based on the two subsamples are the same, i.e. This test will have 2 df because it compares three regression coefficients. We can now use age1 age2 height, age1ht and age2ht as predictors in the regression equation in the regress command below. As I said in #6, there is the option of applying a one-tailed test of sranklow = srankhigh. Juni 2009 17:02 An: statalist@hsphsun2.harvard.edu Betreff: st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions Dear Statalist, I am trying to get stata to test the equality of coefficient estimates following two xtabond arellano-bond regressions. See help qreg Editted: qreg is not probably suitable for nested data. Calculate and compare coefficient estimates from a regression interaction for each group. Dear all, I want to estimate a model with IV 2SLS method. If you concluded that they are not equal, then it is obvious from inspection that sranklow is the bigger of the two. But that is not the same thing as testing sranklow > srankhigh. which tests the null hypothesis: Ho: B 1 = B 2 = B 3. 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