Comparing the coefficients of two regression models with the same dependent variable

[Jonny Bramwell]

Hi everyone.

I am running two regressions on panel data:

reg Y X1 X2 and reg Y X1 X3

X3 takes the same values as X1 for all values except for a subset of observations, so I want to see whether this has any effect on the coefficient of X1 in both regressions.

Is there a way to test that the coefficients of X1 in the two models are identical?

Many thanks

[Rich Goldstein]

help suest