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  • Testing coefficients equality in panel data and xtsur regression

    Dear Stata Users,
    I’m using a SUR model in an unbalanced panel data context (xtsur Stata module). I’m running two separate regressions with the same number of observations and the same set of regressors except for one dummy variable identifying two different kinds of firms (perspdmkt_ in the first equation and personlyinn in the second). I want to compare the coefficients obtained for these two dummy variables (both positive and significant). How can I check that the two coefficients I obtain are significantly different?
    Thank you for any help you can provide.

    Regression outputs are attached.

    xtsur output.txt
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