Dear Statalist-Users,

Thank you for taking me in. After many hours of research, also in this forum, I decided to open my own thread. Hopefully, you can help me.

For my recent research project, I want to compare different regression results of my DiD panel regressions. I estimate the following DiD regressions in Stata with two different samples:

Sample 1: ceo_o==1
Code:
xi: xtreg depvar1 $xlistdid  i.year if year >2001 & ceo_o==1, r cluster(gvkey)
eststo a
xi: xtreg depvar2 $xlistdid  i.year if year >2001 & ceo_o==1, r cluster(gvkey)
eststo b
xi: xtreg depvar3 $xlistdid  i.year if year >2001 & ceo_o==1, r cluster(gvkey)
eststo c
Sample 2: ceo_o==2
Code:
xi: xtreg depvar1 $xlistdidagent  i.year if year >2001 & ceo_o!=1, r cluster(gvkey)
eststo d
xi: xtreg depvar2 $xlistdidagent  i.year if year >2001 & ceo_o!=1, r cluster(gvkey)
eststo e
xi: xtreg depvar3 $xlistdidagent  i.year if year >2001 & ceo_o!=1, r cluster(gvkey)
eststo f
The interaction term is a little different for both groups, as the treatment differs a little between both groups. All other controls ceo_o==1 = ceo_o!=1.

My question now is whether there is a way to compare my results from a-d, b-e, c-f,... , and show that there is a significant difference between both sample outcomes.
I know the suest command, but that one doesn't work for panel regressions and as my sample is really big (>1000 firms in the ceo_o!=1 sample), it's not that easy to run a simple OLS with dummies for all years and firms.


I am looking forward to reading your recommendations!

Best,
Michael