Is there any easy way in STATA to do a Chow Test (when run the same regression model for two groups, test the difference between the coefficients for the same independent variable)? I know that I can use interaction terms with the pooled model but there are many independent variables and this is not very easy to do. In addition, when I use "pweight" option with "regress" commond, I cannot get the small table for the summary of the errors (such as SSE, MSE, etc.). How can I get this table, or I cannot get them by using "pweight"? A bit confused.
Thanks a lot for your help!
Xiaoqu Luo
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