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st: compare coefficients after sureg
Dear Stata users,
I have the following problem.
I have a regression of Y on X and Z and I want to see if the effect of Z is different across quartile of Z.
I do the following:
gen quart=1 if Z is in the first quartile
replace quart=2 if Z is in the second quartile
replace quart=3 if Z is in the third quartile
replace quart=4 if Z is in the fourth quartile
and then I do the following
bysort quart: sureg(Y X)
at this point I would like to test whether the beta coefficient I get in the first equation (the first quartile) is equal to the beta coefficient I get in the second equation (the second quartile) and so on.
Is sureg the right command? and how can I get the test of equality of the coefficients across quartiles?
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