Dear all,

I have a following problem. Firstly, I am calculating 2 regressions for for two groups of subsample and testing the difference. Secondly, I am calculating 2 additional regressions for the other subsample groups and also testing the difference of coefficients. The task is to calculate the difference of previously calculated differences (sorry, if it sounds strange). At this stage Stata gives me an error unable to generate scores for model storedresults* suest requires that predict allow the score option.

I have a following code:
Code:
Stage #1
reg alpha MKTRF if status==1 & port==1
est sto capmst_long
reg alpha MKTRF if status==1 & port==2
est sto capmst_short
suest capmst_long capmst_short
lincomest [capmst_long_mean]_cons - [capmst_short_mean]_cons
est sto capm1

Stage #2
reg alpha MKTRF if status==2 & port==1
est sto capmnst_long
reg alpha MKTRF if status==2 & port==2
est sto capmnst_short
suest capmnst_long capmnst_short
lincomest [capmnst_long_mean]_cons - [capmnst_short_mean]_cons
est sto capm2

Stage #3 with error 
suest capmst_long capmnst_long
lincomest [capmst_long_mean]_cons - [capmnst_long_mean]_cons
est sto capm_long_diff
suest capmst_short capmnst_short
lincomest [capmst_short_mean]_cons - [capmnst_short_mean]_cons
est sto capm_short_diff
suest capm_long_diff capm_short_diff
Would be very grateful for any suggestions!