不能，还不如先计算X1的系数/（x1+x2+x3的系数），再比较大小了

1.      First we conduct the two regression analyses, one using the data from sample 1, the other using the data from sample 2.  Here are a sample of the basic statistics:

2.      The test statistic is Student’s t, computed as the difference between the two slopes divided by the standard error of the difference between the slopes, that is, t=(b1-b2)/SE* with (f1+f2 – 4) degrees of freedom, where  the standard error of the difference between the two slopes is most easily computed as

SE*=SQRT(d1+d2) 

* Please note that the test on slopes uses a pooled error term.  If the variance in the dependent are unequal, you should use  alternative methods.  See Kleinbaum & Kupper (1978, Applied Regression Analysis and Other Multivariable Methods, Boston:  Duxbury, pages 101 & 102) for a large (each sample n > 25) samples test, and Kleinbaum & Kupper page 192 for a reference on other alternatives to pooling.

Hope it's helpful!

  
reg y x1 x2 x3 if g==1
est sto a
reg y x1 x2 x3 if g==2
est sto b
suest a b
test [a_mean]x1=[b_mean]x1

*设样本有两组（g==1与g==2）。若后面显示的p值小于某一预定水平，则拒绝“两组样本的x1的系数相同”的原假设。