st: Test for similarity among subsamples

["P.M.J. Stromberg" <pmjs2@cam.ac.uk>]

Hi,

I want to run probit estimations on three sub samples (representing one 
ethnic group each), with the same variables (Y and X). But first I need to 
know if this is justified: is there a way to test if the difference among 
the sub samples is statistically significant (such as log likelihood ratio 
test)?

An alternative is to use the pooled sample, and include dummies: but I 
suspect that the different ethnic groups affect (1) basically all 
variables, and (2) the slope, not only the intercept.

Many thanks in advance,
Per 
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