# Re: st: testing across different sub-samples

 From John Antonakis <[email protected]> To [email protected] Subject Re: st: testing across different sub-samples Date Thu, 24 Sep 2009 17:46:10 +0200

```Hi Francesco:

```
What you need to do is a Chow test--i.e., test whether the set of coefficients differ across samples.
```
There is a quick way to do this using -suest-

Model the fixed effects with dummies, if you have any.

HTH,
John.

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On 24.09.2009 15:08, Francesco Trivieri wrote:
```
```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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