Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. And I want to test if the coefficients are significantly different for both group.
For example, I have:
xtreg y x1 x2 x3 if n>1, fe robust
xtreg y x1 x2 x3 if n==1, fe robust
I am trying to test if x1 (coefficient) in regression 1 is different (greater) than x1 (coefficient) in regression 2. n is the number of division a firm has.
The "suest" command does not work for xtreg and again I am using a FIXED effect regression.
I have looked everywhere for a test on stata but I only got more confused by the various different answers.
Can anyone help me and provide me with an easy fix for this problem?
Thank you so much.
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