st: to compare regression coefficient across sub-samples.

[Jinkuk Hong <JHONG@Waisman.Wisc.Edu>]

Hi,
fist time posting (I'm a newbie in Stata in the early stage of learning curve).
I have a question about comparing regression coefficients across subsamples.
In specific, I've run multilevel regression using xtmixed for men and women 
separately, as follows:
by gender, sort: xtmixed y x1 x2 x3 || id: x1 x2, cov (unstr) || day: cov (unstr)
 and wanted to test if  coefficients for x1, x2, and x3 are different between 
the two groups.
Is there any way to do this in Stata? I've checked "test" and "estimates" 
commands, but couldn't find any commands for that.
Any help or advice will be greatly appreciated.
Have a nice weekend,

Jin

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