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I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x i.z
    xtreg y2 x i.z

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

edit

I am using a Fixed effect models

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x i.z
    xtreg y2 x i.z

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x i.z
    xtreg y2 x i.z

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

edit

I am using a Fixed effect models

added 8 characters in body
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vincent
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  • 1
  • 1
  • 4

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x i.z
    xtreg y2 x i.z

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x
    xtreg y2 x

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x i.z
    xtreg y2 x i.z

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

added 46 characters in body; edited tags
Source Link
vincent
  • 23
  • 1
  • 1
  • 4

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x
    xtreg y2 x

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x
    xtreg y2 x

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following:

    y1 = c + β x
    y2 = c + β x

In Stata

    xtreg y1 x
    xtreg y2 x

I want to check whether the βs are significantly different.

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.

I have searched a lot of different sites. However I do not have a clue, it only made me more confused. Hopefully you guys can help.

##edit

I am using a Fixed effect models

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dimitriy
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dimitriy
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vincent
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