Testing whether two coefficients from different IV regressions are significantly different

[Emil Teddy Stachurska]

I am running two different IV models that share the same dependent variable and controls but have different instruments for the independent variable of interest.

 ivregress 2sls energy householdsize sqmeters nondetached (investment = built1978), robust

and

 ivregress 2sls energy householdsize sqmeters nondetached (investment = age60), robust

I would like to know whether the to coefficients are significantly different frem one another.

My first thought would be to use something along the lines of -sureg- or -suest- combined with -lincom-, but I can't quite figure out a way to make it work. -sureg- or -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.

I am not used to posting in this forum, so please let me know if there is an obvious way to improve my question.

Best regards,
Emil

[Carlo Lazzaro]

Emil:
welcome to this forum.
The way you post is OK.
Maybe this thread can be helpful: https://www.stata.com/statalist/arch.../msg00284.html