st: testing across different sub-samples

["Francesco Trivieri" <francesco.trivieri@unical.it>]

Dear Martin,

thank you again for your answer. I thought about using a Hausman test, but I 
couldn't figure out how to actually implement it in stata for my case. 
Please find below a more detailed description of my problem:


I am estimating the following model

xtreg y b1x1 b2x2 b2x3 b4x4 b5x5 (fe or re)

on two different sub-samples (A and B), which can be individuated by a dummy 
D. In both cases, I compute an index given by the sum of the first three 
coefficients (b1+b2+b3). Then I need to assess whether the two indexes from 
the two sub-samples are statistically different.  In other words, I need to 
test whether  (b1+b2+b3)  in A = ( b1+b2+b3)  in B.

Best regards
Francesco


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