Forgive the simple question. I have divided up the sample population into quartiles based on initial house price. I have regressed the same econometric model on each quartile, so for example for regression (2) I dropped all observations with initial house prices above the 25th percentile then ran the regression then repeated the same process for each quartile.
If now want to see if the coefficients of different quartiles are significantly different how do I do this? e.g. if in (3) I want to see if house price growth 0.025 is significantly different from -0.005 in (5), how do I test this?
Also the underlying distributions are not normal.
Is it appropriate to use Mann Whitney U for the means, and Levene to compare the variances?
Thank you for any help.