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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