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  • Testing coefficient difference in 2 probit models

    I would like to test the significance of difference between the coefficients in 2 probit models. I follow the code in Stata Manual:
    . logit y1 x1
    . estimates store M1
    . logit y2 x2
    . estimates store M2
    . suest M1 M2
    . test [M1]x1=[M2]x2

    In my case, I re-phrased the above code:
    . probit y1 x1 if group==0
    . estimates store M1
    . probit y1 x1 if group==1
    . estimates store M2
    . suest M1 M2
    . test [M1]x1=[M2]x1

    But I was only told by Stata that "equation M1 not found" so that I have to use "reg" model instead of "probit" to test the coefficient difference.
    I am really thankful if anyone could kindly provide suggestions on the proper stata code. Thank you very much!
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