st: New command -scoregrp-

[Paulo Guimaraes <pguimaraes@fep.up.pt>]

Thanks to Kit Baum, a new Stata command is available from the SSC archives:

-scoregrp- score test for equality of regression parameters across
groups of observations.

This command implements a score test for the equality of one or more
regression parameters across groups of observations. This is a
postestimation command that works after logit, logistic, probit,
poisson and linear regression. Since it is a score test it only
requires estimation of the restricted model. The command has many
applications. For example, it can be used as a Pearson chi-squared
test on individual level data, as a test for equality of coefficients
across subsamples or as a test for the inclusion of a fixed effect in
a Poisson  or logit regression.

Paulo Guimaraes
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