Testing equality of coefficients from two identical instrumented regressions (ivreg2) estimated on different samples

Andrew Musau

Join Date: Oct 2014

Posts: 10058
#16

21 Jun 2021, 13:02

Yes, you interact the indicators with the group dummy.

Code:

i.group#i.year

Check that you obtain the same coefficients (of the time-varying regressors) as with the separate regressions.
Comment

Dennis Wajda

Join Date: Apr 2019
Posts: 7

#17

26 Jun 2021, 09:28

Andrew- I'm using version Stata 16.1 & Sergio Correia's ivreghdfe as xtivreg2 and xtivreg do not appear to allow interactions.

Background:
law_change (dichotomous var) = post_change * treatment (for difference in difference);
law_change_x_index is interaction of law_change and country goverance index;

In the separate ivreghdfe regression,s I'm evaluating these using subgroup median value of financial slack (i.e. f_new_slack is <= -0.57 (group 1) & f_new_slack > -0.57 (group 2)).

I can obtain consistent and significant results both with xtivreg2 and ivreghdfe using "separate" regressions (below).

However, when I conduct the joint analysis, I am unable to obtain the same coefficients for time-varying variables and the variables of interest (law_change_x_index) & (c.law_change_x_index#i.group) using joint analysis. Any suggestions? (note: I did not include data file as it is confidential and there are 167,305 observations). Thanks for your help!

Code:

. ivreghdfe F1.ln_rd_test (law_change law_change_x_index   =    raw_mil_spend  right left) index  ///
>                   $c1 $c2   ///
>         i.year if   f_new_slack <= -0.57 & !missing(F1.ln_rd_test) & flag==1 , absorb(id) cluster(countryfind)
(dropped 1907 singleton observations)
Warning: time variable year has 5639 gap(s) in relevant range
(MWFE estimator converged in 1 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countryfind

Number of clusters (countryfind) =   3166             Number of obs =    81300
                                                      F( 37,  3165) =    13.88
                                                      Prob > F      =   0.0000
Total (centered) SS     =  222346.0539                Centered R2   =  -0.8173
Total (uncentered) SS   =  222346.0539                Uncentered R2 =  -0.8173
Residual SS             =  404071.8436                Root MSE      =     2.23

--------------------------------------------------------------------------------------------
                           |               Robust
              F.ln_rd_test |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------------+----------------------------------------------------------------
                law_change |   25.32246    10.3543     2.45   0.015     5.020641    45.62427
        law_change_x_index |  -2.792538   1.303726    -2.14   0.032    -5.348773    -.236304
                     index |   .1560371   .0773903     2.02   0.044     .0042969    .3077772
                     ln_at |   .2096393   .0826948     2.54   0.011     .0474984    .3717801
                       roe |    .000109   .0003717     0.29   0.769    -.0006198    .0008378
                  mb_ratio |   .0076536   .0038667     1.98   0.048     .0000722    .0152351
               f_new_slack |   .4888829   .1202997     4.06   0.000     .2530096    .7247563
                   ind_dir |  -.3053586   .4885585    -0.63   0.532    -1.263282    .6525648
                  dual_ceo |   .2260202   .1165518     1.94   0.053    -.0025045    .4545449
                      f_io |   1.228445   .3948162     3.11   0.002     .4543238    2.002567
                inside_own |  -.0489555   .2552572    -0.19   0.848    -.5494418    .4515308
                       EPI |    1.66099    2.08973     0.79   0.427    -2.436373    5.758352
   product_diversification |   .0418677    .075209     0.56   0.578    -.1055955     .189331
geographic_diversification |   .1362127   .0862731     1.58   0.114    -.0329442    .3053697
                       hhi |   .0611796   .2897922     0.21   0.833      -.50702    .6293793
                      wto2 |   -.352277   .2066349    -1.70   0.088    -.7574289    .0528749
                   imp_pen |  -.0168087   .0174068    -0.97   0.334    -.0509385     .017321
                 f_subsidy |   3.887572   .9088558     4.28   0.000     2.105566    5.669578
                   len_law |  -.4191377   .3418021    -1.23   0.220    -1.089314    .2510384
              board_reform |  -.0970008      .1304    -0.74   0.457    -.3526779    .1586764
           gdp_growth_rate |   -.020974   .0168347    -1.25   0.213     -.053982     .012034
                           |
                      year |
                     2000  |          0  (empty)
                     2001  |   1.008631   .5770072     1.75   0.081    -.1227153    2.139977
                     2002  |  -.0255344   .1002906    -0.25   0.799    -.2221755    .1711067
                     2003  |  -.0053112   .1374453    -0.04   0.969    -.2748021    .2641797
                     2004  |   .0363258   .1555268     0.23   0.815    -.2686177    .3412693
                     2005  |   .2218425   .2431436     0.91   0.362    -.2548925    .6985775
                     2006  |   .1321908    .278427     0.47   0.635    -.4137249    .6781066
                     2007  |   .1363553   .3720799     0.37   0.714    -.5931869    .8658975
                     2008  |  -.6383366   .4754139    -1.34   0.179    -1.570487     .293814
                     2009  |  -.5267984   .4469447    -1.18   0.239    -1.403129    .3495324
                     2010  |  -.4158678   .4454783    -0.93   0.351    -1.289323    .4575877
                     2011  |  -.1949794   .4026001    -0.48   0.628     -.984363    .5944041
                     2012  |  -.0980417   .4138091    -0.24   0.813    -.9094029    .7133195
                     2013  |   .0814712   .4115376     0.20   0.843    -.7254362    .8883786
                     2014  |   .1027701   .4088825     0.25   0.802    -.6989315    .9044717
                     2015  |   .0636774   .4098529     0.16   0.877    -.7399268    .8672817
                     2016  |   .1435507    .404009     0.36   0.722    -.6485953    .9356967

. ivreghdfe F1.ln_rd_test (law_change law_change_x_index   =    raw_mil_spend  right left) index  ///
>                   $c1 $c2   ///
>         i.year if   f_new_slack > -0.57 & !missing(F1.ln_rd_test) & flag==1 , absorb(id) cluster(countryfind)
(dropped 1829 singleton observations)
Warning: time variable year has 5602 gap(s) in relevant range
(MWFE estimator converged in 1 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countryfind

Number of clusters (countryfind) =   2747             Number of obs =    82269
                                                      F( 37,  2746) =    16.55
                                                      Prob > F      =   0.0000
Total (centered) SS     =  211861.0826                Centered R2   =  -0.4039
Total (uncentered) SS   =  211861.0826                Uncentered R2 =  -0.4039
Residual SS             =   297426.839                Root MSE      =    1.902

--------------------------------------------------------------------------------------------
                           |               Robust
              F.ln_rd_test |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------------+----------------------------------------------------------------
                law_change |   16.74597   6.540438     2.56   0.011     3.921291    29.57064
        law_change_x_index |  -1.869139   .8230401    -2.27   0.023    -3.482979   -.2552987
                     index |   .0981082   .0766398     1.28   0.201    -.0521692    .2483856
                     ln_at |   .0212561   .0061007     3.48   0.001     .0092936    .0332185
                       roe |   .0002032   .0004174     0.49   0.626    -.0006153    .0010217
                  mb_ratio |   .0064985    .004255     1.53   0.127    -.0018449    .0148419
               f_new_slack |   -.016509   .0092886    -1.78   0.076    -.0347223    .0017043
                   ind_dir |   .4026915   .3090145     1.30   0.193    -.2032328    1.008616
                  dual_ceo |   .0775164   .1301567     0.60   0.552    -.1776985    .3327312
                      f_io |   2.089106   .3069762     6.81   0.000     1.487178    2.691033
                inside_own |  -.1930502   .1672237    -1.15   0.248    -.5209472    .1348468
                       EPI |   1.507155    2.10709     0.72   0.474    -2.624487    5.638797
   product_diversification |   .1275532   .0618039     2.06   0.039     .0063664      .24874
geographic_diversification |   .1280742   .0704102     1.82   0.069     -.009988    .2661365
                       hhi |   .2497523   .2137538     1.17   0.243    -.1693821    .6688867
                      wto2 |  -.3531912   .1778374    -1.99   0.047    -.7018998   -.0044825
                   imp_pen |  -.0121328   .0152971    -0.79   0.428    -.0421278    .0178621
                 f_subsidy |   3.947427   .8536893     4.62   0.000     2.273489    5.621365
                   len_law |  -.4881133   .2350491    -2.08   0.038    -.9490042   -.0272223
              board_reform |   -.209268   .1205664    -1.74   0.083    -.4456781    .0271421
           gdp_growth_rate |  -.0212426   .0141153    -1.50   0.132    -.0489203    .0064351
                           |
                      year |
                     2000  |          0  (empty)
                     2001  |   .5452407   .6126857     0.89   0.374    -.6561308    1.746612
                     2002  |  -.1956868   .0871949    -2.24   0.025     -.366661   -.0247125
                     2003  |  -.0947303   .1295358    -0.73   0.465    -.3487278    .1592671
                     2004  |   .0224613   .1328724     0.17   0.866    -.2380786    .2830012
                     2005  |   .1857015   .1426177     1.30   0.193    -.0939472    .4653503
                     2006  |   .1275872   .1437392     0.89   0.375    -.1542606     .409435
                     2007  |   -.010257   .2044049    -0.05   0.960    -.4110599    .3905459
                     2008  |  -.6701139   .3309831    -2.02   0.043    -1.319115   -.0211129
                     2009  |  -.4908864   .2764831    -1.78   0.076    -1.033022    .0512494
                     2010  |  -.2979535   .2839611    -1.05   0.294    -.8547524    .2588453
                     2011  |  -.0666279   .2656592    -0.25   0.802    -.5875399    .4542841
                     2012  |   .0759122   .2750827     0.28   0.783    -.4634777     .615302
                     2013  |   .1711425   .2782354     0.62   0.539    -.3744293    .7167144
                     2014  |   .2247773   .2866682     0.78   0.433    -.3373299    .7868845
                     2015  |   .2485466    .298769     0.83   0.406     -.337288    .8343812
                     2016  |    .338815   .3088073     1.10   0.273     -.266703     .944333


IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countryfind

Number of clusters (countryfind) =   3824             Number of obs =   167305
                                                      F( 75,  3823) =    14.75
                                                      Prob > F      =   0.0000
Total (centered) SS     =  493526.1119                Centered R2   =  -0.8944
Total (uncentered) SS   =  493526.1119                Uncentered R2 =  -0.8944
Residual SS             =  934936.8007                Root MSE      =    2.364

----------------------------------------------------------------------------------------------------
                                   |               Robust
                      F.ln_rd_test |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-----------------------------------+----------------------------------------------------------------
                        law_change |   31.07561   14.58592     2.13   0.033     2.478681    59.67255
                                   |
                group#c.law_change |
                                1  |          0  (empty)
                                2  |  -11.75236   13.65669    -0.86   0.390    -38.52745    15.02274
                                   |
                law_change_x_index |  -2.472403   1.737462    -1.42   0.155    -5.878843    .9340383
                                   |
        group#c.law_change_x_index |
                                1  |          0  (empty)
                                2  |   .0428597   1.657364     0.03   0.979    -3.206544    3.292263
                                   |
                             index |   .1291419   .0801277     1.61   0.107    -.0279553    .2862392
                                   |
                     group#c.index |
                                1  |          0  (empty)
                                2  |    .016126   .0176944     0.91   0.362    -.0185654    .0508175
                                   |
                             group |
                                1  |          0  (empty)
                                2  |   .7637542   .4791118     1.59   0.111    -.1755851    1.703093
                                   |
                             ln_at |   .0799501   .0222958     3.59   0.000     .0362373    .1236628
                               roe |   -.000175   .0004584    -0.38   0.703    -.0010738    .0007237
                          mb_ratio |   .0107684   .0040241     2.68   0.007     .0028788    .0186581
                       f_new_slack |   .5160733   .1161133     4.44   0.000     .2884234    .7437231
                           ind_dir |   .0036234   .3841846     0.01   0.992     -.749603    .7568498
                          dual_ceo |   .2033903   .1187965     1.71   0.087    -.0295203    .4363008
                              f_io |   1.961082   .4098113     4.79   0.000     1.157613    2.764552
                        inside_own |  -.1299047   .2123404    -0.61   0.541     -.546216    .2864066
                               EPI |   1.357255   2.211224     0.61   0.539    -2.978037    5.692546
           product_diversification |   .1629214   .0745022     2.19   0.029     .0168535    .3089894
        geographic_diversification |   .1501942   .0830202     1.81   0.071    -.0125739    .3129623
                               hhi |   .2494026    .208423     1.20   0.232    -.1592283    .6580336
                              wto2 |  -.5676854   .2393127    -2.37   0.018    -1.036878   -.0984925
                           imp_pen |  -.0104726   .0160281    -0.65   0.514    -.0418972    .0209519
                         f_subsidy |   4.523308   .9607441     4.71   0.000     2.639688    6.406929
                           len_law |  -.2842486   .3352233    -0.85   0.397    -.9414823    .3729852
                      board_reform |  -.1830068   .1282257    -1.43   0.154    -.4344042    .0683905
                   gdp_growth_rate |  -.0202132   .0195846    -1.03   0.302    -.0586105    .0181841
                                   |
                     group#c.ln_at |
                                1  |          0  (empty)
                                2  |  -.0549193   .0204824    -2.68   0.007    -.0950769   -.0147618
                                   |
                       group#c.roe |
                                1  |          0  (empty)
                                2  |   .0002609    .000616     0.42   0.672    -.0009469    .0014687
                                   |
                  group#c.mb_ratio |
                                1  |          0  (empty)
                                2  |  -.0084304   .0059786    -1.41   0.159     -.020152    .0032913
                                   |
               group#c.f_new_slack |
                                1  |          0  (empty)
                                2  |  -.5303193   .1163189    -4.56   0.000    -.7583722   -.3022663
                                   |
                   group#c.ind_dir |
                                1  |          0  (empty)
                                2  |  -.0555966   .1388342    -0.40   0.689    -.3277929    .2165996
                                   |
                  group#c.dual_ceo |
                                1  |          0  (empty)
                                2  |  -.0717037   .1298745    -0.55   0.581    -.3263337    .1829263
                                   |
                      group#c.f_io |
                                1  |          0  (empty)
                                2  |   .0905368   .2145112     0.42   0.673    -.3300305    .5111041
                                   |
                group#c.inside_own |
                                1  |          0  (empty)
                                2  |   .0163545   .1064903     0.15   0.878    -.1924287    .2251378
                                   |
                       group#c.EPI |
                                1  |          0  (empty)
                                2  |  -.0752117   .3124562    -0.24   0.810    -.6878085    .5373852
                                   |
   group#c.product_diversification |
                                1  |          0  (empty)
                                2  |  -.0983751   .0760269    -1.29   0.196    -.2474323    .0506821
                                   |
group#c.geographic_diversification |
                                1  |          0  (empty)
                                2  |  -.0200561   .0724178    -0.28   0.782    -.1620373    .1219251
                                   |
                       group#c.hhi |
                                1  |          0  (empty)
                                2  |  -.0482393   .1227677    -0.39   0.694    -.2889358    .1924572
                                   |
                      group#c.wto2 |
                                1  |          0  (empty)
                                2  |   .0728838   .2228353     0.33   0.744    -.3640037    .5097713
                                   |
                   group#c.imp_pen |
                                1  |          0  (empty)
                                2  |  -.0008665   .0022621    -0.38   0.702    -.0053015    .0035684
                                   |
                 group#c.f_subsidy |
                                1  |          0  (empty)
                                2  |   .0224975   .4914626     0.05   0.963    -.9410564    .9860515
                                   |
                   group#c.len_law |
                                1  |          0  (empty)
                                2  |  -.3091903   .1682742    -1.84   0.066    -.6391062    .0207257
                                   |
              group#c.board_reform |
                                1  |          0  (empty)
                                2  |   .1924981   .1070262     1.80   0.072    -.0173359    .4023321
                                   |
           group#c.gdp_growth_rate |
                                1  |          0  (empty)
                                2  |  -.0131262   .0198884    -0.66   0.509    -.0521192    .0258667
                                   |
                        year#group |
                           2000 1  |          0  (empty)
                           2000 2  |          0  (empty)
                           2001 1  |   .8118205   .6035719     1.35   0.179    -.3715333    1.995174
                           2001 2  |   .8848999     .62551     1.41   0.157    -.3414655    2.111265
                           2002 1  |  -.0915283   .1166714    -0.78   0.433    -.3202724    .1372158
                           2002 2  |   -.247155   .0876288    -2.82   0.005    -.4189586   -.0753514
                           2003 1  |  -.0853764   .1471558    -0.58   0.562    -.3738878    .2031351
                           2003 2  |   -.226818   .1329079    -1.71   0.088    -.4873952    .0337592
                           2004 1  |  -.0651613   .1664226    -0.39   0.695    -.3914468    .2611242
                           2004 2  |  -.1004822   .1356631    -0.74   0.459    -.3664612    .1654968
                           2005 1  |   .1330681   .2347039     0.57   0.571    -.3270888     .593225
                           2005 2  |    .099037   .1577635     0.63   0.530    -.2102718    .4083458
                           2006 1  |  -.0244321   .2691714    -0.09   0.928    -.5521655    .5033013
                           2006 2  |   .0310258   .1503983     0.21   0.837    -.2638428    .3258944
                           2007 1  |  -.2307835    .384779    -0.60   0.549    -.9851753    .5236082
                           2007 2  |    .041318    .207538     0.20   0.842    -.3655778    .4482139
                           2008 1  |  -1.098977   .5787491    -1.90   0.058    -2.233664    .0357092
                           2008 2  |   -.706679   .3734442    -1.89   0.059    -1.438848      .02549
                           2009 1  |  -.9768146   .5336957    -1.83   0.067     -2.02317    .0695411
                           2009 2  |  -.4767734   .2765865    -1.72   0.085    -1.019045    .0654978
                           2010 1  |   -.883493   .5546134    -1.59   0.111     -1.97086    .2038735
                           2010 2  |  -.2630056    .283376    -0.93   0.353    -.8185882    .2925769
                           2011 1  |  -.6078853   .4633913    -1.31   0.190    -1.516403    .3006327
                           2011 2  |  -.0437432   .2626279    -0.17   0.868    -.5586475    .4711612
                           2012 1  |  -.4994978   .4631112    -1.08   0.281    -1.407467    .4084709
                           2012 2  |   .1010796   .2737166     0.37   0.712    -.4355649    .6377241
                           2013 1  |  -.3053716   .4663349    -0.65   0.513    -1.219661    .6089174
                           2013 2  |   .2037734   .2806061     0.73   0.468    -.3463787    .7539255
                           2014 1  |  -.2624437   .4677977    -0.56   0.575    -1.179601    .6547133
                           2014 2  |   .2498726   .2891235     0.86   0.388    -.3169785    .8167236
                           2015 1  |   -.312802   .4911589    -0.64   0.524    -1.275761    .6501566
                           2015 2  |   .2856399   .2933452     0.97   0.330    -.2894882    .8607679
                           2016 1  |  -.2049168   .4860419    -0.42   0.673    -1.157843    .7480096
                           2016 2  |   .3593119   .3032452     1.18   0.236    -.2352259    .9538498


. test 1.group#c.law_change_x_index=  2.group#c.law_change_x_index

 ( 1)  1b.group#co.law_change_x_index - 2.group#c.law_change_x_index = 0

       F(  1,  3823) =    0.00
            Prob > F =    0.9794

Comment

Andrew Musau

Join Date: Oct 2014

Posts: 10058
#18

27 Jun 2021, 06:44

Look at how you include the absorbed fixed effects interactions from this thread. If you cannot manage, present a reproducible example (i.e., data and codes that replicate the problem).
Comment
Piku Sarkhel

Join Date: Jun 2015

Posts: 35
#19

19 Aug 2024, 07:31

I just came across this thread that compared ivregress across two groups. I have a slightly different problem. I need to compare the impact of the same endogenous X on different Y in the ivregress model. In particular , the estimating equtaion is is ivreg2 Y1 controls (enodg_X=instrument_Z)
and the second equation is
ivreg2 Y2 controls (enodg_X=instrument_Z)
I want to compare the effect of endogenous X variable on Y1 and Y2 .
Any help would be much appreciated.
Comment

Andrew Musau

Join Date: Oct 2014
Posts: 10058

#20

19 Aug 2024, 08:16

You probably could use the method illustrated in this thread, but I'd recommend using gmm which does not need any data manipulation. See below.

Code:

webuse hsng2, clear
set seed 08192024
gen rent2= rent + rnormal(30, 5)


ivregress 2sls rent pcturban (hsngval = faminc), robust
ivregress 2sls rent2 pcturban (hsngval = faminc), robust

gmm (eq1: rent - {xb1: hsngval pcturban} - {b0}) ///
    (eq2: rent2- {xb2:hsngval pcturban} - {c0}), ///
    instruments(eq1: pcturban faminc) ///
    instruments(eq2: pcturban faminc) ///
    onestep winitial(unadjusted, indep)
    
test _b[xb1:hsngval]=_b[xb2:hsngval]

Res.:

Code:

. ivregress 2sls rent pcturban (hsngval = faminc), robust

Instrumental variables 2SLS regression            Number of obs   =         50
                                                  Wald chi2(2)    =      32.55
                                                  Prob > chi2     =     0.0000
                                                  R-squared       =     0.2887
                                                  Root MSE        =     29.517

------------------------------------------------------------------------------
             |               Robust
        rent | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
     hsngval |   .0031938    .000738     4.33   0.000     .0017474    .0046402
    pcturban |  -.5064118   .5428297    -0.93   0.351    -1.570339    .5575149
       _cons |   113.8143   21.62169     5.26   0.000     71.43659    156.1921
------------------------------------------------------------------------------
Endogenous: hsngval
Exogenous:  pcturban faminc

. ivregress 2sls rent2 pcturban (hsngval = faminc), robust

Instrumental variables 2SLS regression            Number of obs   =         50
                                                  Wald chi2(2)    =      32.16
                                                  Prob > chi2     =     0.0000
                                                  R-squared       =     0.2015
                                                  Root MSE        =     32.069

------------------------------------------------------------------------------
             |               Robust
       rent2 | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
    hsngval |   .0033152   .0007076     4.68   0.000     .0019283    .0047021
    pcturban |  -.5196499   .5255934    -0.99   0.323    -1.549794    .5104942
       _cons |   139.3851    23.6452     5.89   0.000     93.04131    185.7288
------------------------------------------------------------------------------
Endogenous: hsngval
Exogenous:  pcturban faminc

.
. gmm (eq1: rent - {xb1: hsngval pcturban} - {b0}) ///
>     (eq2: rent2- {xb2:hsngval pcturban} - {c0}), ///
>     instruments(eq1: pcturban faminc) ///
>     instruments(eq2: pcturban faminc) ///
>     onestep winitial(unadjusted, indep)

Step 1:
Iteration 0:  GMM criterion Q(b) =  127377.61  
Iteration 1:  GMM criterion Q(b) =  1.318e-20  
Iteration 2:  GMM criterion Q(b) =  1.641e-26  

note: model is exactly identified.

GMM estimation

Number of parameters =   6
Number of moments    =   6
Initial weight matrix: Unadjusted                 Number of obs   =         50

------------------------------------------------------------------------------
             |               Robust
             | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
xb1          |
     hsngval |   .0031938   .0007379     4.33   0.000     .0017475    .0046401
    pcturban |  -.5064118   .5428077    -0.93   0.351    -1.570295    .5574717
-------------+----------------------------------------------------------------
b0           |
       _cons |   113.8143    21.6214     5.26   0.000     71.43716    156.1915
-------------+----------------------------------------------------------------
xb2          |
     hsngval |   .0033152   .0007077     4.68   0.000     .0019281    .0047023
    pcturban |  -.5196499   .5256147    -0.99   0.323    -1.549836    .5105359
-------------+----------------------------------------------------------------
         /c0 |   139.3851   23.64563     5.89   0.000     93.04047    185.7296
------------------------------------------------------------------------------
Instruments for equation eq1: pcturban faminc _cons
Instruments for equation eq2: pcturban faminc _cons

.    
. test _b[xb1:hsngval]=_b[xb2:hsngval]

 ( 1)  [xb1]hsngval - [xb2]hsngval = 0

           chi2(  1) =    1.45
         Prob > chi2 =    0.2284

.

.

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