When performing the estimation without the vce robust option, the joint covariance matrix will contain two blocks with the covariances from the original models and 0s outside those blocks.
Here, I use the vce robust option to replicate the results for suest. We generate the variable weightboya copy of weight for boys and missing otherwise, and the variable weightgirla copy of weight for girls and missing otherwise.īy default, the model is assumed to be a linear regression, but several links and families are available for example, you can combine two Poisson models or a multinomial logistic model with a regular logistic model. Invoking an estimation command with the option coeflegend will give us a legend we can use to refer to the parameters when we use postestimation commands like test. To test whether birthweights are the same for the two groups, we need to test whether the intercepts in the two regressions are the same. Consider the following models, where weights of boys and girls are modeled using the age and the age-squared. In addition, gsem allows us to combine results from some estimation commands that are not supported by suestlike models including random effects.
By using the option vce robustwe can replicate the results from suest if the models are available for gsem. For example, when we want to compare parameters among two or more models, we usually use suestwhich combines the estimation results under one parameter vector and creates a simultaneous covariance matrix of the robust type. However, it is also useful in situations that involve simple models.
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