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st: RE: testing coefficients across samples that are nested


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: testing coefficients across samples that are nested
Date   Fri, 7 Nov 2003 19:38:00 -0000

See Jeroen Weesie's post on 17 Sept. 

Nick 
[email protected] 

Lisa Powell
 
> Further to the FAQ:
> How do you test the equality of regression coefficients 
> that are generated
> from two different regressions, estimated on two different samples?
> 
> I have a slightly different question, where I want to test 
> the equality of
> regression coefficients across 2 samples where one sample 
> is a subset of
> the other (that is, the 2 samples are not independent of 
> each other).

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