* Use SLEEP75.dta
* Male regression equation
regress sleep totwrk educ age agesq yngkid if male == 1
* Female regression equation
regress sleep totwrk educ age agesq yngkid if male == 0
* Generate multiplicative dummies
generate totwrk_male = totwrk*male
generate educ_male = educ*male
generate age_male = age*male
generate agesq_male = agesq*male
generate yngkid_male = yngkid*male
* Additive/Multiplicative Dummy model (unrestricted regression) 
regress sleep totwrk educ age agesq yngkid male totwrk_male educ_male age_male agesq_male yngkid_male
* Chow test for difference between male and female groups
test male totwrk_male educ_male age_male agesq_male yngkid_male
* Restricted regression which assumes apriori that the groups are the same
regress sleep totwrk educ age agesq yngkid
* Testing the joint significance of the multiplicative dummies
regress sleep totwrk educ age agesq yngkid male totwrk_male educ_male age_male agesq_male yngkid_male
test totwrk_male educ_male age_male agesq_male yngkid_male
* Model with only intercept shift
regress sleep totwrk educ age agesq yngkid male