*Step1:分别对两个样本组进行估计 reg c_Y c_X c_X1 c_X2 c_X3 `dumyear' `dumindustry' if M==1 est store m1 reg c_Y c_X c_X1 c_X2 c_X3 `dumyear' `dumindustry' if M==0 est store m2 *Step2:使用suest命令进行SUR估计 suest m1 m2 *Step3:使用test命令检验组间系数差异 test...