Hi all

This question might be stupid but I am really curious.

Suppose I want to run the following two models. The first is the interaction model with full dataset. The second is the subsample when foreign = 0.


Code:
. reg weight  c.price##i.foreign turn length 

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(5, 68)        =    208.98
       Model |  41400010.4         5  8280002.08   Prob > F        =    0.0000
    Residual |  2694167.97        68  39620.1172   R-squared       =    0.9389
-------------+----------------------------------   Adj R-squared   =    0.9344
       Total |  44094178.4        73  604029.841   Root MSE        =    199.05

---------------------------------------------------------------------------------
         weight | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
----------------+----------------------------------------------------------------
          price |    .064213   .0103255     6.22   0.000     .0436088    .0848173
                |
        foreign |
       Foreign  |  -99.87397   140.4027    -0.71   0.479    -380.0432    180.2953
                |
foreign#c.price |
       Foreign  |     -.0246   .0193774    -1.27   0.209    -.0632669     .014067
                |
           turn |   20.14046   11.44118     1.76   0.083    -2.690055    42.97098
         length |   23.29932   2.314677    10.07   0.000     18.68046    27.91819
          _cons |  -2477.284   308.2764    -8.04   0.000     -3092.44   -1862.128
---------------------------------------------------------------------------------

. reg weight  c.price##i.foreign turn length if foreign == 0
note: 0.foreign omitted because of collinearity.
note: 0.foreign#c.price omitted because of collinearity.

      Source |       SS           df       MS      Number of obs   =        52
-------------+----------------------------------   F(3, 48)        =    163.81
       Model |  22465799.4         3  7488599.81   Prob > F        =    0.0000
    Residual |  2194267.87        48  45713.9139   R-squared       =    0.9110
-------------+----------------------------------   Adj R-squared   =    0.9055
       Total |  24660067.3        51  483530.732   Root MSE        =    213.81

---------------------------------------------------------------------------------
         weight | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
----------------+----------------------------------------------------------------
          price |   .0625345   .0111822     5.59   0.000     .0400512    .0850179
                |
        foreign |
      Domestic  |          0  (omitted)
                |
foreign#c.price |
      Domestic  |          0  (omitted)
                |
           turn |   17.54976   13.18924     1.33   0.190     -8.96897     44.0685
         length |   24.26179   2.716546     8.93   0.000     18.79981    29.72377
          _cons |  -2548.501   338.2455    -7.53   0.000    -3228.589   -1868.413
---------------------------------------------------------------------------------
Could anyone explain why the coefficient of "Price" is different between the interaction model and subsample analysis? Given the coefficient estimate of "Price" is equal to the slope when foreign = 0. Why this value is different from the one estimated using the subsample?