version 12.1
use "https://www3.nd.edu/~rwilliam/statafiles/blwh.dta"
* I. Pooled (Constrained) Model
reg income  educ jobexp
est store baseline
* II.	Unconstrained Models: Separate Models for each group
reg income educ jobexp if black == 0
est store whitemodel
reg income educ jobexp if black == 1
est store blackmodel
lrtest (blackmodel whitemodel) baseline
* IIIa.	Intercepts vary across groups, all other parameters the same
reg income educ jobexp i.black
est store intonly
testparm i.black
ftest baseline intonly
lrtest baseline intonly
* IIIb.	Intercepts and some slopes vary across groups, other slopes are the same
reg income educ jobexp i.black i.black#c.jobexp
est store intjob
testparm i.black#c.jobexp
ftest intonly intjob
lrtest intonly intjob
* IIIc.	Intercepts and all slopes free to vary across groups (totally unconstrained). 
reg income educ jobexp i.black i.black#c.educ i.black#c.jobexp
est store intedjob
testparm i.black#c.educ i.black#c.jobexp
ftest intonly intedjob
lrtest intonly intedjob
testparm i.black i.black#c.educ i.black#c.jobexp
ftest baseline intedjob
lrtest baseline intedjob