Hello everyone,
I have a question concerning how to compare/test the output of the same FE model I ran on two seperate non-overlapping samples.
This is the code I used (I apologize for the formatting):
xtreg Yt Yt-1 GDP $Controls i.year if CountryGroupA==1 , fe robust cluster nonest
xtreg Yt Yt-1 GDP $Controls i.year if CountryGroupB==0 , fe robust cluster nonest
I now want to find out whether the coefficients of e.g. GDP are significantly different from each other depending on whether a country belongs to Group A or to Group B.
My thoughts: I think I cannot use the "test" command when comparing coeffiecients of two different regressions? I found the "suest" command to combine both regressions, but it was stopped saying it does not work with these models.
I would appreciate your help.
Thank you
Niklas
I have a question concerning how to compare/test the output of the same FE model I ran on two seperate non-overlapping samples.
This is the code I used (I apologize for the formatting):
xtreg Yt Yt-1 GDP $Controls i.year if CountryGroupA==1 , fe robust cluster nonest
xtreg Yt Yt-1 GDP $Controls i.year if CountryGroupB==0 , fe robust cluster nonest
I now want to find out whether the coefficients of e.g. GDP are significantly different from each other depending on whether a country belongs to Group A or to Group B.
My thoughts: I think I cannot use the "test" command when comparing coeffiecients of two different regressions? I found the "suest" command to combine both regressions, but it was stopped saying it does not work with these models.
I would appreciate your help.
Thank you
Niklas
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