I run OLS regression on two subsamples and I want to test whether the coefficients in each regression are the same. I have problems with the store and test lines (see code below). How can I do it?
reg y x if sample==1
estimates store model1
reg y x if sample==2
test model1(x)==_x
Dirk NachbarAssistant Economist
WWEG FPWD CPSA
Department for Work and Pensions
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020 796 28531
The opposite of a correct statement is a false statement. But the opposite of a profound truth may well be another profound truth.
- Niels Bohr
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