I'm running two different IV models in Stata that share the same DV and controls but have different instruments for the independent variable of interest.
ivregress 2sls energy householdsize sqmeters nondetached (investment= built1978), robust
ivregress 2sls energy householdsize sqmeters nondetached (investment= age60), robust
What I want to know is whether the two resulting coefficients for investment are significantly different from one another.
My first thought would be to use something along the lines of
suest combined with
lincom, but I can't quite figure out a way to make it work.
suest do not work with
ivregress(as far as I'm concerned), and with
lincom I can't find a way to access the coefficients and their standard errors.
Any help would be greatly appreciated - both towards a general (non-Stata) solution but of course also towards a Stata-implementation.
Since I'm not accustomed to posting on these forums, please do let me know if there are obvious ways to improve my question.