How to test the coefficient of two subgroups with fixed effect?

[Barrie Zhu]

There are many papers that split the sample into two groups, then do same regression respectively. In general they will test the difference bwteen coefficient of same variable. I know that we can use "suest" to do this, but how can we do the test with several fixed effects? (reg is extremely slow)

[George Ford]

Try this.

reg y x1 x2 , absorb(fe_var)


suest won't take areg, but the absorb works with reg.

[Barrie Zhu]

Try this.

reg y x1 x2 , absorb(fe_var)


suest won't take areg, but the absorb works with reg.

It works, thank you very much!