Hello,
I have two models:
Model A: Y = α1 + β1X1 + Σθ∙C + firm-fixed effect + year-fixed effect
Model B: Y = α1 + β2X2 + Σθ∙C + firm-fixed effect + year-fixed effect
Where Σθ∙C is list of controlling variables and are the same for both model A & B
I want to compare the coefficients of β1 and β2
I search some related threads. The closest one is here: https://www.stata.com/statalist/arch.../msg00275.html
If there is no time effect in my model, everything works fine as the example in the link. However, there is time fixed effect and I do not know how to deal with it
Code of each model:
Thank you
Phan
I have two models:
Model A: Y = α1 + β1X1 + Σθ∙C + firm-fixed effect + year-fixed effect
Model B: Y = α1 + β2X2 + Σθ∙C + firm-fixed effect + year-fixed effect
Where Σθ∙C is list of controlling variables and are the same for both model A & B
I want to compare the coefficients of β1 and β2
I search some related threads. The closest one is here: https://www.stata.com/statalist/arch.../msg00275.html
If there is no time effect in my model, everything works fine as the example in the link. However, there is time fixed effect and I do not know how to deal with it
Code of each model:
HTML Code:
xtreg y x control1 control2 i.year, fe
Phan
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