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st: Comparing coefficients across by groups


From   "Apostolos Ballas" <aballas@aueb.gr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Comparing coefficients across by groups
Date   Sat, 5 Feb 2005 19:40:01 +0200

Dear List members,

Is there a simple way to test equality of coefficients from regressions
estimated over a number of sub-samples using the by command?

To be more specific, lets say I estimate

By group:regress y x1 x2

How can I test (automatically) whether

 b11=b12=b13=...

Where bij refers to the coefficients of the ith independent estimated in the
jth sub-sample.

Thanks a lot for your assistance,

Apostolos Ballas


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