ivreg2 and regress: test equality of coefficients across two models

[Tina Hinz]

Dear Statalist users,

I want to test the equality of coefficients from two different regressions (ivreg2 and regress) most likely using a Wald test. Unfortunately, suest does not work after ivreg2.

An example:
ivreg2 y1 X (x1_a = Z) ,gmm2s cluster(id)
regress y2 X x1_b ,cluster(id)

x1_a and x1_b is the same variable, e.g. years of education, in both models.

How can I test the equality of x1_a and x1_b (i.e. test x1_a = x1_b)?

Any help is appreciated,
Thanks a lot.
Tina

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

Hausman might do this but works for all the parameters. Look at suest.