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st: RE: Testing equality of coefficients estimated on the original sample and a subsample


From   "Weesie, dr. H.M. (Jeroen)" <H.M.Weesie@fss.uu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Testing equality of coefficients estimated on the original sample and a subsample
Date   Wed, 17 Sep 2003 14:00:50 +0200

Buchli Loa asks how to test the equality of regression coefficients generated 
with two samples, where one sample is a subsample of the other.  This is an
example of a test that can be obtained using  suest. The structure of what 
you have to do is:   

	regress y xlist, score(F*)
	est store Full
	regress y xlist if expression, score(R*)
	est store Res
	suest Full Res
	test [Full=Res]

I hope this helps
Jeroen

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