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Re: st: comparing equality of coefficients from two subsamples


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing equality of coefficients from two subsamples
Date   Mon, 18 Feb 2013 17:23:36 +0100

On Mon, Feb 18, 2013 at 5:15 PM, Mario Jose wrote:
> I have tryed to solve the question below, searching for help in the
> Stata Archiv without too much success...
>
> I have estimated a fixed effects linear regression for two different
> groups on my sample (say, sex male/female), using this strategy:
> xtreg dv iv, if sex==male
> xtreg dv iv, if sex==female
>
> I am interested in testing whether or not the coefficient b1 is
> identical to each other in the two subsamples.

That is weird as this is a very common question on Statalist. The
answer is to use interactions.

-- Maarten


---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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