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st: Testing equality of coefficients estimated on the original sample and a subsample
I need to test the equality of regression coefficients generated with
two samples, where one sample is a subsample of the other. In other
words, I have information on individual recreation behaviour in a given
country, and I want to test if the regression coefficients remain the
same if the model is estimated only for individuals of a specific region
of the country.
I know how to test the equality of regression coefficients across
independent regressions, but I'm not sure if in this case I just can
pool data and introduce an interaction term between the explanatory
variables and a dummy denoting one sample.
Many thanks for any help!
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