请问你的用是面板probit么？

*回归分析
xtset scode year
xtprobit aopinion fscore size leve glodebt cfot mkbk big4 reportlag priorgc indep
est store m1
xtprobit bruptcy fscore size leve glodebt cfot mkbk big4 reportlag priorgc indep
est store m2
logout, save(test) excel replace:esttab m1 m2 ,scalar(N Pseudo-R2) compress star(* 0.1 ** 0.05 *** 0.01)
*进行模型的系数的差异检验
suest m1 m2
test[m1_mean]fscore=[m2_mean]fscore
以上就是我的整个过程

• 的确，方法似乎不是用面板资料！
• 不过我很想知道，这样检定跨回归之系数是否一样有什么经济意义？
  

是的

能不能用suest命令 需要看help或manual里面的介绍

如果里面没有写能，那就没法


Title

    [XT] xtprobit postestimation -- Postestimation tools for xtprobit


Description

    The following postestimation commands are available after xtprobit:

    Command              Description
    --------------------------------------------------------------------------------------------
        contrast         contrasts and ANOVA-style joint tests of estimates
    (1) estat ic         Akaike's and Schwarz's Bayesian information criteria (AIC and BIC)
        estat summarize  summary statistics for the estimation sample
        estat vce        variance-covariance matrix of the estimators (VCE)
        estimates        cataloging estimation results
    (2) forecast         dynamic forecasts and simulations
        lincom           point estimates, standard errors, testing, and inference for linear
                           combinations of coefficients
        lrtest           likelihood-ratio test
        margins          marginal means, predictive margins, marginal effects, and average
                           marginal effects
        marginsplot      graph the results from margins (profile plots, interaction plots, etc.)
        nlcom            point estimates, standard errors, testing, and inference for nonlinear
                           combinations of coefficients
        predict          predictions, residuals, influence statistics, and other diagnostic
                           measures
        predictnl        point estimates, standard errors, testing, and inference for
                           generalized predictions
        pwcompare        pairwise comparisons of estimates
        test             Wald tests of simple and composite linear hypotheses
        testnl           Wald tests of nonlinear hypotheses
    --------------------------------------------------------------------------------------------
    (1) estat ic is not appropriate after xtprobit, pa.
    (2) forecast is not appropriate with mi estimation results.


很明显，probit的help里面有surest
而xtprobit对应的里面是没有surest命令的
当然没法执行了。

能不能执行suest不是自己想执行就能执行，是需要看软件人家程序写好了没有

Title

    [R] probit postestimation -- Postestimation tools for probit


Description

    The following postestimation commands are of special interest after probit:

    Command               Description
    --------------------------------------------------------------------------------------------
    estat classification  report various summary statistics, including the classification table
    estat gof             Pearson or Hosmer-Lemeshow goodness-of-fit test
    lroc                  compute area under ROC curve and graph the curve
    lsens                 graph sensitivity and specificity versus probability cutoff
    --------------------------------------------------------------------------------------------
    These commands are not appropriate after the svy prefix.

    The following standard postestimation commands are also available:

    Command                 Description
    --------------------------------------------------------------------------------------------
        contrast            contrasts and ANOVA-style joint tests of estimates
        estat ic            Akaike's and Schwarz's Bayesian information criteria (AIC and BIC)
        estat summarize     summary statistics for the estimation sample
        estat vce           variance-covariance matrix of the estimators (VCE)
        estat (svy)         postestimation statistics for survey data
        estimates           cataloging estimation results
    (1) forecast            dynamic forecasts and simulations
        hausman             Hausman's specification test
        lincom              point estimates, standard errors, testing, and inference for linear
                              combinations of coefficients
        linktest            link test for model specification
    (2) lrtest              likelihood-ratio test
        margins             marginal means, predictive margins, marginal effects, and average
                              marginal effects
        marginsplot         graph the results from margins (profile plots, interaction plots,
                              etc.)
        nlcom               point estimates, standard errors, testing, and inference for
                              nonlinear combinations of coefficients
        predict             predictions, residuals, influence statistics, and other diagnostic
                              measures
        predictnl           point estimates, standard errors, testing, and inference for
                              generalized predictions
        pwcompare           pairwise comparisons of estimates
        suest               seemingly unrelated estimation
        test                Wald tests of simple and composite linear hypotheses
        testnl              Wald tests of nonlinear hypotheses
    --------------------------------------------------------------------------------------------
    (1) forecast is not appropriate with mi or svy estimation results.

可以用我新发布的命令执行 bootstrap 组间差异检验。
findit bdiff  //查找命令
或者直接使用如下命令下载
ssc install bdiff, replace
下载后，输入如下命令查看帮助文件：
help bdiff

我大致看了连老师的 bdiff 也稍微实验了一下，似乎在 model 中使用 xtprobit 会出现问题 "varlist required"。先撇开此问题，版主所问的问题（同一样本，不同模型 --- 被解释变量不一样，但解释变量一样）似乎与 bdiff 指令的目的不太一样（相同模型，不同子样本），不知我有无误解？