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st: test of the equality of coefficients in two models


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: test of the equality of coefficients in two models
Date   Mon, 16 Aug 2010 06:34:29 -0700 (PDT)

Dear all,

I want to estimate a model with IV 2SLS method. I divide the sample into two
subsamples: male and female, and estimate two models on these two subsamples
separately. But then I want to test whether all the coefficients in the two
models based on the two subsamples are the same, i.e. whether I can just
estimate the model using the combined sample of males and females. Could
anybody tell me how to realize this test?


Many thanks,
Sharon
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