st: Hausman test on each coefficient in model

[hwiig <henrik.wiig@econ.uio.no>]

Hi everyone!

I estimate a Heckman model for two different years. The Hausman test 
indicate the models differs between years, which imply I can't pool the 
observations. However, I would also like to compare each coefficients 
separately. Does any Hausman test for such single coefficient comparison 
exist in Stata? If not, how do I go about to make one? If that is not 
possible,
is it possible to use another type of test?

If anyone can help me, I would be most thankful.

Henrik



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