如何做chow test，即检验两组的回归方程中所有的系数差异以及其显著性；虽然有很多帖子讨论这个内容，但是小弟愚钝，摸索之后写出的程序依旧存在错误，特此请教。
解释变量是credit；
被解释变量是九个：size_avg collateral_avg liabilityl_avg liabilitys_avg lev_avg profitable_avg  age_avg turnover_avg turnoverg_avg
分组依据是：soe=1和soe=0
不胜感激！！！并以20个论坛币作为感谢。

    以下是我自己写的，请大家帮忙找找下哪边出错了，帮忙重新写下：
g gr=1
foreach i of var size_avg collateral_avg liabilityl_avg liabilitys_avg lev_avg profitable_avg  age_avg turnover_avg turnoverg_avg gr
{g `i'1=`i'*(soe==1)
g `i'2=`i'*(soe==0)
}
reg (credit1 size_avg1 collateral_avg1 liabilityl_avg1 liabilitys_avg1 lev_avg1 profitable_avg1  age_avg1 turnover_avg1 turnoverg_avg1,noconstant)///   
     (credit0 size_avg0 collateral_avg0 liabilityl_avg0 liabilitys_avg0 lev_avg0 profitable_avg0  age_avg0 turnover_avg0 turnoverg_avg0,noconstant)
test _b[size_avg1]=_b[size_avg0] 其他系数依次类推