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st: testing coefficients across samples that are nested


From   Lisa Powell <powelll@qed.econ.queensu.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing coefficients across samples that are nested
Date   Fri, 7 Nov 2003 14:31:07 -0500 (EST)

Further to the FAQ:
How do you test the equality of regression coefficients that are generated
from two different regressions, estimated on two different samples?

I have a slightly different question, where I want to test the equality of
regression coefficients across 2 samples where one sample is a subset of
the other (that is, the 2 samples are not independent of each other).

Thanks in advance!
Lisa

Lisa M. Powell
Fellow, School of Policy Studies, Queen's University
Research Associate Professor, University of Illinois at Chicago
tel: 1-312-413-8468; fax: 312-355-2801
email: powelll@qed.econ.queensu.ca   powelll@uic.edu

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