Hi all, consider a very simple model with the same outcome and predictor variables, but one run exclusively for Group A and another for Group B (for simplicity let's say male and female).

So:

Code:
reg y x1 x2 x3 x4 if gender == "male"

reg y x1 x2 x3 x4 if gender == "female"
What would be the most efficient way to test whether or not the difference in coefficient for 'x1' (and x2, etc) is statistically significant across the male and female models? I'm generally familiar with Wald tests, although I'm not sure if that is the proper estimation tool here given that a Wald test tells you whether two covariates in the same model are different from each other (if my memory serves me).