加载中…Stata Tips:5个列子明白suest命令
(2013-10-23 18:47:14)| 分类： 经济学家们 |
suest — Seemingly unrelated
estimation（似不相关的估计）
尤其Example2
的chow test 很有用！
. webuse sysdsn4
. mlogit insure age
male
. estimates store m1,
title(all three insurance forms)
. quietly mlogit insure
age male if insure != "Uninsure":insure
. estimates store m2,
title(insure != "Uninsure":insure)
. quietly mlogit insure
age male if insure != "Prepaid":insure
. estimates store m3,
title(insure != "Prepaid":insure)
. hausman m2 m1, alleqs
constant
. hausman m3 m1, alleqs
constant
. webuse income
. regress inc edu exp if
male
. estimates store
Male
. regress inc edu exp if
!male
. estimates store
Female
. suest Male
Female
. test [Male_mean =
Female_mean]
. webuse income
. probit promo edu
exp
. estimates store
Promo
. regress inc edu
exp
. estimates store
Inc
. suest Promo Inc
. testnl
[Promo_promo]edu/[Promo_promo]exp =
[Inc_mean]edu/[Inc_mean]exp
. webuse nhanes2f
. svyset psuid
[pw=finalwgt], strata(stratid)
. svy: ologit health
female black age age2
. estimates store
H5
. gen health3 =
clip(health,2,4)
. svy: ologit health3
female black age age2
. estimates store
H3
. suest H5 H3
. test
[H5_health=H3_health3]
. test
([H5_cut2]_cons=[H3_cut1]_cons)
([H5_cut3]_cons=[H3_cut2]_cons)
. webuse nhanes2f,
clear
. svyset psuid
[pw=finalwgt], strata(stratid)
. ologit health female
black age age2 [iw=finalwgt]
. estimates store
H5
. gen health3 =
clip(health,2,4)
. ologit health3 female
black age age2 [iw=finalwgt]
. estimates store
H3
. suest H5 H3, svy
. test
[H5_health=H3_health3]
. test
([H5_cut2]_cons=[H3_cut1]_cons)
([H5_cut3]_cons=[H3_cut2]_cons)
Example 1: A Hausman test
Example 2: Do coefficients vary between groups? ("Chow
test")
Example 3: A nonlinear Hausman-like test
Example 4: Using suest with survey data, the svy
prefix
Example 5: Using suest with survey data, the svy
option
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