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st: question on chow test

From   "jiang.107" <>
To   <>
Subject   st: question on chow test
Date   Sat, 19 Feb 2005 23:27:41 -0800

Hi all, any expert in chow test? I've got a question and would appreciate any insight--

This is from the STATA FAQ:
to estimating the separate models 
    y = a1 + b1*x1 + c1*x2 + u         for group == 1
    y = a2 + b2*x1 + c2*x2 + u         for group == 2

    . gen g2 = (group==2)
    . gen g2x1 = g2*x1
    . gen g2x2 = g2*x2
    . regress y x1 x2 g2 g2x1 g2x2

My problem is that I've got lots of control variables on the right hand side(x1,x2....x15). I'm only interested in x1 and I wanna test if the coefficient of x1 is significantly different for the two groups. 

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