Re: st: testing equality of estimated coefficients in two differentregressions

[Joseph Coveney <jcoveney@bigplanet.com>]

Shuaizhang Feng wrote:

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?

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See whether the following StataCorp FAQ helps

http://www.stata.com/support/faqs/stat/chow3.html

Joseph Coveney

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