It means the validity of the test varies depending on who’s taking it. For example if boys take a test that tells them what job best suits them, and then women do the same test. Perhaps men have a much higher coefficient than women, or Vic versa, implying that the predictive capability of said tests, while being accurate to some degree, vary by subgroup. In this case I kept two groups, male or female, but you can expand it to n number of groups.
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