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st: Comparing Regression Coefficients Across Subsamples


From   David Ashcraft <ashcraftd@rocketmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Comparing Regression Coefficients Across Subsamples
Date   Mon, 6 Aug 2012 04:07:40 -0700 (PDT)

Dear Statalist,

I am working on a panel data of more than 200 firms with distinct "id" over 20 years with monthly frequency. Each firm belongs to one of the three groups (1,2 and 3) based on regional affiliation. Exit and entry is unrestricted. The resulting data set in unbalanced. I Now I want to compare the regression coefficients of each regional group in the light of discussion provided in: 


Cohen,
A. (1983). Comparing Regression Coefficients Across Subsamples A Study of
the Statistical Test. Sociological Methods & Research,vol. 12(1) pp 77-94. 
doi: 10.1177/0049124183012001003


I believe -ttest- i.e. differences in means analysis over coefficients of each group is what Cohen A . (1983) is referring to. Am I right about this? Please tell me, if there is any other command that can be used to implement Cohen A. (1983)

Aside from that _ttest- compare means between two groups at a time. In my case what should I do to test for three groups at the same time?

Any help will be greatly appreciated. 


David

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