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st: to compare regression coefficient across sub-samples.

From   Jinkuk Hong <[email protected]>
To   [email protected]
Subject   st: to compare regression coefficient across sub-samples.
Date   Fri, 11 Jan 2008 10:09:46 -0600

fist time posting (I'm a newbie in Stata in the early stage of learning curve).
I have a question about comparing regression coefficients across subsamples.
In specific, I've run multilevel regression using xtmixed for men and women separately, as follows:
by gender, sort: xtmixed y x1 x2 x3 || id: x1 x2, cov (unstr) || day: cov (unstr)
and wanted to test if coefficients for x1, x2, and x3 are different between the two groups.
Is there any way to do this in Stata? I've checked "test" and "estimates" commands, but couldn't find any commands for that.
Any help or advice will be greatly appreciated.
Have a nice weekend,


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