Dear all:

I would like to compare the coefficients generated by two different regressions (in two subsamples).

A simple example of Stata codes looks like the following:
Code:
xtreg yvar xvar i.year if age >= 60, fe vce(cluster id)
xtreg yvar xvar i.year if age >= 65, fe vce(cluster id)
Let beta1 and beta2 be the coefficients of xvar in model 1 and model 2, respectively.
I am wondering if there is a simple way to check whether beta1 and beta2 are statistically different.

Thank you very much and I look forward to hearing from you!

Best regards,
Long