Statistical Significance of the difference between two estimates from two separate instrumental variable regressions

[Mathias Rechsteiner]

Dear Statalisters,

I am trying to run two schooling regressions: one for boys and one for girls. In none iv-regressions, I know how to run it correctly. But in the instrumental variable case, I am lost.

My code:
gen group = cond(SEX== 0, 0, 1) xtivreg MATH c.AGE#i.group c.HEALTHRESTRICTIONS#i.group c.PARENTALCARE#i.group c.PARENTALEDUCATION#i.group c.PARENTALINCOME#i.group c.YEAR#i.group (ACTIVE = c.summary#i.group), re test 1.group#c.ACTIVE = 0.group#c.ACTIVE The error is:

regressor I1.group#C.ACTIVE not found

Does anyone know how to compare the second stage results?

Thank you very much for your appreciate help.

[Carlo Lazzaro]

Mathias:
it seems that additional instruments cannot be investigated via -test-:

. use http://www.stata-press.com/data/r15/hsng
(1980 Census housing data)

. ivregress 2sls rent pcturban (hsngval = faminc i.region)

Instrumental variables (2SLS) regression          Number of obs   =         50
                                                  Wald chi2(2)    =      90.76
                                                  Prob > chi2     =     0.0000
                                                  R-squared       =     0.5989
                                                  Root MSE        =     22.166

------------------------------------------------------------------------------
        rent |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     hsngval |   .0022398   .0003284     6.82   0.000     .0015961    .0028836
    pcturban |    .081516   .2987652     0.27   0.785     -.504053     .667085
       _cons |   120.7065   15.22839     7.93   0.000     90.85942    150.5536
------------------------------------------------------------------------------
Instrumented:  hsngval
Instruments:   pcturban faminc 2.region 3.region 4.region

. test 2.region= 3.region
variable region not found
r(111);

.

[Mathias Rechsteiner]

Thank you very much, Carlo for your appreciated help. In this case I have to rethink my next steps.