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st: coefficient test in different regression models


From   "a.carrozzone@libero.it" <a.carrozzone@libero.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: coefficient test in different regression models
Date   Mon, 4 Oct 2010 17:30:24 +0200 (CEST)

Dear Statalist,

I have two linear models and they are estimated over different samples. The 
models are non-nested but they have some coefficients in common.

I would like to test the hypothesis that one of the coefficients in common is 
the same across the two different models.

Is there a standardized test to do this in STATA?

Thanks a lot,


Andrea
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