I estimate a Heckman model for two different years. The Hausman test
indicate the models differs between years, which imply I can't pool the
observations. However, I would also like to compare each coefficients
separately. Does any Hausman test for such single coefficient comparison
exist in Stata? If not, how do I go about to make one? If that is not
possible,
is it possible to use another type of test?
