Comparison of coefficient test across subsamples
I am trying to conduct a comparison of coefficient tests across two subsamples. To achieve this, I do the following: full_model <- lm(y ~ v1*subsample_dummy + fixed_effects, data=df) reduced_model <- lm(y ~ v1 + subsample_dummy + fixed_effects, data=df) test <- anova(full_model, reduced_model) The above gives me the result. However, I am not sure how to… Read More Comparison of coefficient test across subsamples