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st: testing across different sub-samples


From   "Francesco Trivieri" <francesco.trivieri@unical.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: testing across different sub-samples
Date   Wed, 23 Sep 2009 15:08:38 +0200

Dear all,
we are estimating the following models (same specification, but different estimation method) on two different sub-samples ( A and B).

A) xtreg y x1 x2 x3 x4, fe
B) xtreg y x1 x2 x3 x4, re


Is there a command to test whether   (b1+b2+b3)  in A=( b1+b2+b3)  in B ?
thank you in advance
best regards
Francesco

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