传统方法：
     
*-模型间参数之比较
  *-Q1: Testing the equality of coefficients across independent areas
  *     http://www.stata.com/support/faqs/stat/testing.html#
  *-Q2: How can I compare regression coefficients between 2 groups?
  *     http://www.ats.ucla.edu/stat/stata/faq/compreg2.htm
  *-Q3: How can I compare regression coefficients across 3 (or more) groups?
  *     http://www.ats.ucla.edu/stat/stata/faq/compreg3.htm
  
  *-Q4: Comparing Regression Coefficients Across Groups using Suest    ***
  *     http://www.ats.ucla.edu/stat/stata/code/suest.htm
    * e.g.  use http://www.ats.ucla.edu/stat/stata/faq/compreg3
          use compreg3, clear
          regress weight height if age==1
      est store age1
          regress weight height if age==2
          est store age2
          regress weight height if age==3
          est store age3
         
      suest age1 age2 age3
          test [age1_mean]height=[age2_mean]height
          test [age2_mean]height=[age3_mean]height, accum

Bootstrap 检验：
参见：
Cleary, S., 1999. The relationship between firm investment and financial status [J]. Journal of Finance, 54 (2): 673-692.
连玉君, 彭方平, 苏治, 2010. 融资约束与流动性管理行为 [J]. 金融研究, (10): 158-171.
连玉君, 苏治, 2008. 上市公司现金持有：静态权衡还是动态权衡？ [J]. 世界经济, (10): 84-96.