Hello,

I run two regressions for the same sample when the only difference is that there I include one more variable in the second.
Regression 1 : y =beta0 + beta1 X1 + u
Regression 2 . y=beta0 + beta1 X1 + beta2 X2 + u

I want to know if there is a significant difference between the beta1 of the regression 1 and the beta1 of the regression 2.

I use the chi-square test providing by the "test" command : (the variable of interest is a binary variable "fa_ppr_man_2"

probit ppr_man_2 fa_ppr_man_2 `Socio_Eco' `Attitudes' `Parents_Socio_Eco'
est sto f0
probit ppr_man_2 fa_ppr_man_2 `Socio_Eco' `Attitudes' `Parents_Socio_Eco' mo_ppr_man_2
est sto f1
suest f0 f1, cluster(hhnrakt)
test [f0_ppr_man_2]fa_ppr_man_2=[f1_ppr_man_2]fa_ppr_man_2

It is the good thing to do? Or there is another way to test the hypothesis of equality of coefficients stemming from a probit regression?

Thank you very much