Dear Stata Community:
I am trying to estimate the Fama-Macbeth regression.
sort year
egen nogap=group(year)
xtset id nogap
asreg y a b c e f, fmb

My question is how to estimate the statistical difference between coefficients e and f.
My coefficient e is -.4804889 and coefficient f 1.518726. That means the difference e-f= -1.9992149
What is the t-statistic for the difference between e and f in a Fama-Macbeth regression?

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double(id year a b c e f y)
 63338 2013    .32019138222775684   -.14293299143416738   -.18265910503173843     -.0336183367025084      .1036167557065325    .1505969494664003
 25168 2001   -.07257588095352141  -.031054908910922708     .2272436972106465    -.03673899506634095   -.007384522041800373   .08863078375826251
 21433 2015    .09933383651100974    -.0666491648344436  .0011321497719292486    -.06873297673350179    .009434581432743734  -.01132664437012263
 24184 2004     .1414186736281474   -.05316966861098647    .10127555925902186    -.03394304560896446     -.0777193769630152                    .
  9619 2001   .030248852379801884  -.028412660062817105    .09214786180236773                      0   -.060159458806475004 -.011607278625373816
  4077 2010    .21103277799498052   -.03372387786760162   -.03699032677100806    -.04942553379324262   -.015323302770806263                    .
 63952 2003    .08912301441496132                     .     .0636824980962879    -.07527650419881676   -.005816306425760559 -.013948062219878724
 27828 2001     .2082149833694103   -.04329232881051687   -.02480333667704979   -.022997729792513594   .0020484662900585766   .06630034376943528
186715 2012    -.3113526614567974  -.016214796520200532   .012523960483633146    -.07238830728398703    .004377396048363328  -.44989080226512823
 14960 2000    .14799928010078586  -.053752474653548495  -.025916371707960885   -.002399664047033415   .0013198152258683954   .10787842431513697
 12250 2010 -.0045436151346719186  -.012152013235101582   -.16552803532534305    -.04291291255549339    -.01633559075923305   -.2884059814986678
  7074 1995   -.07753383779175105  -.046200575508899076   .018544175636789943    -.01129702653735479    -.11083875093253759                    .
138205 2015    .17886151083574878   -.03428082240999722      .089110234514461   -.014552183920654972    -.09510908080276559   .12897089594825947
  8958 2010    .27974446447339835  -.041735903563522775   -.06420682406684321   -.005466534358137268  -.0005578096283813255    .2158979548359608
 64767 2010   .021638548282110374  -.021785150912747978    .01181030792416539    -.01732843094136481 -1.734723475976807e-18                    .
 63643 2012    .11981649215114859   -.07642529754904036    .11986045319903563      -.048035646504621    -.07359669937827926   .07933685501209915
 17688 2013    -.5170298197338126  -.004913797944628517    .18676644016398045   -.043044869994945806     -.3001628573033077   -.1695705206583413
 61372 1998   .041673222152297046   -.04338420390182505    .07872482693517936                      0    -.03589128382630585  .042363178383329515
 27965 2006    .18604770875131244   -.04708678139501642   .045225551306987674   -.012743576522720195    -.06833330780789212     .157313306963831
187775 2013     .1603643772905889  -.058897077307788995   -.06101401145790608     .03109908574906392   .0016737010624363335   .06411959020601299
  5783 2008     .2816611307907149   -.11279247351338452  -.060799474533204945   -.009505685401290136    .013283871949808526   .07347405426422549
 10840 2005    .09637246844535317   -.05963076553009802    .01735923186401267 -.00038486980576101995    .004212186207495604   .04725552065681413
 64223 2016    .07850210539225706  -.052082907485384904    -.0412738645190303   -.007160786558194677     .03370916969870407                    .
 28939 1996    .09388013202134551  -.052746845985378946    .10626484468984239    -.05536876523026621    -.07796353989944169  -.03000032485462755
160237 2006   -.08991788528135256   -.02929211970904472     -.190209747909326    -.03529571884404253    -.07514328489119426   -.5294364919577868
  1408 1998    .05492071687704662   -.03411823851515687     .0279902713425819    .001589738712175768   -.010489557998287963 -.023889245502333404
  9772 1997   .030466328518022136   -.03345479655566882     .1209863950207481    -.03170340529199525   -.012978919552761287   .01936852326451346
  6121 2000    .03401005751361876   -.02797524699714511    .06257034250421961    -.03083618860596935    -.03624514452479269                    .
 30094 2003     .1272185169126137   -.04269685912082665  -.002250792892950927   -.000833085681157161    -.05771188876601012   .04642579729796472
 65831 2016   .059452603441946555  -.022207897264775775  -.001981954950023851   -.005473525939896728   -.003818553714194013  .024656948062049204
 62855 1997    .12148358380635643   -.09821584856592734    .07086594483758846                      0    -.07094096171638618 -.019066846119336026
 13380 2013    .08343655079997724   -.05760276177887111    .07113274172860912   -.018953740873686224   -.047929263862117745                    .
120301 2008   .012289900193429097   -.01929404154860561  -.023141299200250206     -.3136598970925217     .07953161192987508  -.04513868099990151
118734 2001    .08284207501300961   -.06332378000947565   .048162732716639095   -.004349480780731801   -.057024799807380136   .02421945468643679
 23050 1999    .06922374627741669  -.054018216203291086   .015781579462208987    -.06870204117122797       .010521052974806 -.019476416778836908
  2345 1999   -.05867787779525934   -.05787831110881845    .17948982486910317                      0    -.07732583632096152   .11929958542439449
 10124 2016     .2948756907631878   -.09947834014248573   .051788950039954526    -.01006178883749198    .008995396787880805   .18339324277745345
 12874 2005   -.02107983357170719  -.026524509166558314    .03944545572747367  -.0003900663112729164    -.06878169288779093  -.02493074792243767
121722 1999   -.04809223626432258   -.04723655626045692    .12989121790444974   -.001510023536233518   -.030649451056110444   -.0809418889279656
 31122 2011    .27437390395344413   -.04863006031734963    .09849081232379914     -.1403279071574019   -.020800646908315346   .13359134713606072
 24489 1999   -.05009309335934036   -.06529834205160033   -.07926234595265538     .01777639861689866     .09876762124301801   -.2449520796501349
 61712 2000     .0995639303561766  -.047776681414520794   -.04941592131648471   -.011792978323837413     .06633351370277238   .01890162457677135
 30775 2003    -.5300115953891277  -.015039901780233272  -.041061319146033705      .6913238124833406     .16881416597943227   -.7002468870759983
 61562 2010    .03630950377803336   -.02125279863487985    .12835613482541072   -.016828431556921906   -.020492638922156872   .06909546325495239
 13828 2001   .016411811231215396   -.09735038228315318 -.0019114157658845258    -.12121012391247032   -.039678354864223574   .01842839530205697
  8819 1996    .04276315789473684  -.041082228799382316    .05100694891262386   .0011340239351434822   -.019173851499163563 -.021852650186239053
132524 2004    .10235189679971232  -.023934735706580366   -.02305825242718447  -.0012753955411722402    -.03577849694354547                    .
119474 2007    .10454382593400866   -.03848083124328198  -.020800625386795224   -.007126803687176314   -.000651444578352485 -.014545477197550628
 31203 2008    .15773668165199428   -.12023654358079373   -.03167353340770769    -.18382109286116666     .02232611313001895 -.012718482502083413
133871 2016    -.4172688753633836  -.006314482776092368    .03919792768428853    -.09738997156266033     .02793066102564424                    .
 22619 2000  -.011853681123630189  -.026763389411946285   -.09742244173483562  -.0027473375520913716                      0  -.21085250429451985
 13169 2004    .05280718018724722  -.023181776505465622   -.21751444085616192   -.029054900722297494     .23698285434855693   -.1858399743569905
141846 2012   -.19921723915646006 -.0010037756699511925   .023372317892991986   -.014227829450225618  -.0009208951100469834   -.2006577903742637
133767 2001    .17829299155067554    -.0376516825759652    .08436495950272023   -.006157685736444053     -.1329850197967264    .1032908339076499
141382 2001    .14714717021717919   -.04961242692192457    .09905123339658443    -.05916001505734852    -.07849180680499965   .05984772528309648
  4222 2006   .013943665234117551   -.02119028617993687   .030357266940542547   -.011472675932964282   .0005506294863669124                    .
 60931 1996   .059187361776978566  -.011504379388062359    .16778049656196162   -.008282066986685332    -.07532004380896634   .09709189608375339
  4926 2002     .0856258171345244   -.05985195108582032 -.0057455543201388746   .0015518405223836353     .00772591916907884   .03832816587732288
 14815 2001  -.015899581589958158  -.004509534444253564   .024460894753781784   -.007048599935629224    -.02452168538194534  -.04399193161079627
119574 2011   .061913917622788986  -.032811387112369125   .026637340251611786   -.035638237019924496   -.010089566119133645  .055771460697846026
  1173 1999   -.06523975118773571  -.029387275309790857    .08634961061860215   -.036293285007591713    .061860214527109755  .011416527619214894
  9602 1996  -.030178494755566464   -.03631233515303932  .0034962890265595277    -.13101883089002023     .13408575108875664 -.013020199561937212
 66592 2011    .03306388755542479   -.01983162219778972    .17628051266962952 -.00018324377616385604    -.15318405417821618  .027829998269995965
  4498 1998    .10115475324710631   -.05938925175523853   -.15083157186452886                      0     .11129537622934663  .059477295468623445
  4415 2006   -.23313630558113285   -.07633587786259541    .05786081325927467    -.03573231948198533     .08791992158493478   -.2836294416243655
 24186 1999    .22605428719602197   -.06029694396924961    .02691245385916868    -.04137480317547478  -.0054242609840405125   .13801972548616917
 62441 1998    .07474694595888452   -.07102044752422052   .017306519994627234  -.0013948538503132395    .006805509156096193                    .
 12840 2013     .1534612418447632   -.09608865944393322    -.0342806215432074  -.0016334616833208937     .07591733911299166   .11162456545709572
  5234 2010    .05911708253358925   -.04344209852847089    .11708253358925144    .005246321177223288    -.14849648112603966   .02365420613761416
 28717 1999     .1839447782180749   -.11485363671225872    .21928927521411223    -.06851591461076313    -.08481400997059951   .22071137193158233
 24783 2003    .09627674914921844   -.02412037838149622   .049495299071350286   -.011623983388129434    -.03777037549749091  .029365237406726228
 63907 2013    .08262755513017142   -.07479485317840981    .07207424719031241    -.21545091701136743      .0198022453313684   -.3537049902079662
  6159 1996   .013789985305753363   -.04001356391997287    .08714818582570365                      0    .004747371990505234   .03555528450326279
175013 2014   -.39461455975217447 -.0019063505302037414   .014099050796298503   -.007426823940585407    .017395448588109146   -.4252044411940695
 13599 1997    -1.057954964931709   -.02783114673107537   .028709447219630018   -.011253225009606413    -.30511249952456804   -1.779532967032967
 10519 2013    .06257725587144623  -.030052533992583435    .01738257107540173   -.005021631644004944   -.006412237330037082   .04142416980486135
  8250 2001    .05865627015301636   -.09915284047605089  -.013147095034296775                      0      .0369203259658791                    .
 23616 2005   .009762363519588953   -.03181331620637979    .08259473346178547      .2026974951830443     -.0458146007278955  -.13847004026209836
166460 2007    -.0861954754401108  -.002112026653181426   .021237730092137225    -.03482746853483751   -.028640527695735624  -.08569372033304802
  1661 2002    .07354944990710666  -.039591640546996446 .00044886600609178037   -.006425715341935973  -.0039896348090947015   .03430993529539014
 63707 2005    .05535928307887543   -.03287716302278763   .024350407733222623    -.00907705805400409   -.030062981270122285  .024029048789665598
134044 2005    .12432342480921486  -.028667373554843924   -.03344633587997977    -.01161885215298653     .04139349421084184   .07408191028731888
 14908 2003   .026592865479178607   -.05879116486959938   .036820047368577316   -.005931121429370802   -.004156741114965855  .031396060198213636
 24473 2005  -.017745824431128515  -.013459427523171886    .12772882164493127   -.002489609626385939    -.09095274449449467    .1235525939671695
 13380 2004    .10001613364414767   -.04755235861632196    .06235170098234774    -.07033839190748441    -.02668345768699399  .012985538720757028
 18293 2016    .06680186090898246   -.04711916974830013   .002385780746749374    -.02182989383275677  -.0020279136347369628  -.00277677170107449
 31147 2007    .22991399345196697   -.06107313101155236 -.0026734974299818435   -.022239563012095204    .006544640282277863   .10853758311151059
 65220 2014    .16824519130792936   -.10645163670611468   .010295236319192238    .061347802229499745    -.05888190949717523   -.5712576563775806
  3036 2005    .17297268287447004    -.0937583856598508  .0040251167283851235    -.11098588525733913   -.006869532549777303  .042854305293475024
 61685 2000   -.05065765436609426   -.22540189989039092   -.07647972232371209    -.18694502914993383    .053084963384497225  -.11879355247413247
 16419 1997   -.09693420927354088   -.03754165476530515    .02189850518899363    -.05821193944587261      .2820146624773874  .014518625275346178
 23810 2006    .08849154984613881   -.07181257021442876    .16825208811605533   -.010223831387681338    -.13052862306452404   .06013404799273495
  3310 2009    .10771418414504089  -.024351226448631354 -.0076430856736580165    -.01777461784571632   .0037326697476004244   .06512924480486569
109919 2010      .036449120816486  -.015279676959264006   .014551818442115177    -.02095001592190506   -.009526383533271433  -.18096298071983838
125275 2007      .141847595139433   -.08990378592675744    .03031099473610521     .02547449970892602    -.01855504491381998                    .
  6433 1997    .20944216044829372    -.0574208668410184  -.009333147633269888    .002144147954806107     -.0455429405605047   .08739466169449747
119275 2016    .08140971918985356  -.033988596184323414    .03463635533544702    -.02768865250727542   -.006992001779190526    .1404844537198977
123016 2015    .07135873568606442  -.048429652447599274    .03075068639924998    -.02594923993839148     .01993906113975758                    .
 11185 2015   .020278446663651587  -.053880285047243036   -.06172764053733606   -.023224260796225443     .12893131730451896    .0508637558003019
 61536 2007    .07995131489684344                     . -.0060457320723093485    -.08082924298655173    .003551618181092617  .018930677753069707
end