I have a model that I fit on two different samples (each representing a region in a country, with different sample sizes):
region 1: P = a1 + a2*H region 2: P = b1 + b2*H
which is simply:
region 1: R1 <- lm(P ~ H) region 2: R2 <- lm(P ~ H)
To test for equality of coefficient estimates, a Wald test would be appropriate. However, the standard Wald test,
waldtest(), can only be carried out for models applied to the same data set.
How can I get around this and test for equality of coefficients when I have 2 different samples?