A test that evaluates whether a subsample of data, excluded from the model when it was estimated, can be regarded as indistinguishable from the data used for estimation. That is, it measures whether two samples of data are drawn from the same population. If so, the coefficient estimates in each sample are considered to be identical. For details, see an econometric textbook. An alternative viewpoint, which some favor, would be to use a priori analysis to decide whether to combine estimates from different sets of data.