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st: testing equality of estimated coefficients in two different regressions


From   Shuaizhang Feng <fengsz@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing equality of estimated coefficients in two different regressions
Date   Mon, 16 Jan 2006 21:19:33 -0800 (PST)

Dear all:

Does stata have a simple way to do the following:

Reg y1 x1 z1  
Reg y2 x2 z2

the two regressions are on two separate samples. Then
I want to test whether the coefficient on x1 equals
the coefficient on x2. how do I do it?

Thank you very much!

shuaizhang

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