Dear Stata users,
I have a very simple question.
I would like to test the hypothesis of equality of all coefficients (except
the intercept) using two or more different sub samples of my dataset.
For example, I would like to compare the results of the following models:
Lnwage = cons + educ + exp + expsq + error (if inside==1)
Lnwage = cons + educ + exp + expsq + error (if inside==0)
By looking at the Stata manual and help files, it seems that the post
estimation command test does what I would like to do.
My problem is that I'm having difficulty in understanding the syntax. It is
not clear to me how I could save the results of the first regression to
compare them with the results from the second regression.
I've also looked at the Stata support FAQ (Can you explain Chow tests?). But
I was wondering if there is away of doing this test without having to
manually generate new variables in my dataset.
http://www.stata.com/support/faqs/stat/chow3.html
Any suggestions will be more than welcomed.
Many thanks in advance,
Joao Pedro
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