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st: Comparing coefficients between two samples

From   Erasmo Giambona <>
To   statalist <>
Subject   st: Comparing coefficients between two samples
Date   Mon, 30 Mar 2009 17:06:17 +0200

Dear Statalist,

I am fitting the same exact model to two different samples using
xtivreg2. I would like to test whether the coefficients on the
endogenous variables are statistically different from each other
across the two groups.

I understand that this test can be performed with suest after regress,
but suest does not work after xtivreg2.

I would appreciate any suggestions on how I could perform this test in
this case.


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