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st: comparing equality of coefficients from two subsamples


From   Mario Jose <[email protected]>
To   [email protected]
Subject   st: comparing equality of coefficients from two subsamples
Date   Mon, 18 Feb 2013 16:15:18 +0000

Dear Statalisters,

I have tryed to solve the question below, searching for help in the
Stata Archiv without too much success...

I have estimated a fixed effects linear regression for two different
groups on my sample (say, sex male/female), using this strategy:
xtreg dv iv, if sex==male
xtreg dv iv, if sex==female

I am interested in testing whether or not the coefficient b1 is
identical to each other in the two subsamples.

I would really appreciate any help.
Regards
MJ
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