Hi all,
I'm trying to test whether coefficients for one predictor are different across a number of different models.
These are IV models and I'm running them using the -reghdfe- package.
Sample code below:
In this case, x1 is the predictor of interest (instrumented by two separate IVs). The results from this test command are blank.
I'm starting to think that -test- doesn't permit macros. If so, what's the best way to store coefficients and test against a different model? I can't use -suest- because it isn't compatible with -reghdfe-.
EDIT: apologies, I realize the above code is incorrect.
I have tried the below as well:
Thanks!
I'm trying to test whether coefficients for one predictor are different across a number of different models.
These are IV models and I'm running them using the -reghdfe- package.
Sample code below:
Code:
reghdfe y x1 x2 x3 (x1=iv1), vce(cluster id) absorb(year id) local coef1 _b[x1] reghdfe y x1 x2 x3 (x1=iv2), vce(cluster id) absorb(year id) local coef2 _b[x1] test `coef1'=`coef2'
I'm starting to think that -test- doesn't permit macros. If so, what's the best way to store coefficients and test against a different model? I can't use -suest- because it isn't compatible with -reghdfe-.
EDIT: apologies, I realize the above code is incorrect.
I have tried the below as well:
Code:
reghdfe y x1 x2 x3 (x1=iv1), vce(cluster id) absorb(year id) local coef1 _b[x1] reghdfe y x1 x2 x3 (x1=iv2), vce(cluster id) absorb(year id) test _b[x1]=`coef1'
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