I will use sureg (seemingly unrelated regression) to analyze my data. I need to test my coefficients across the equations. I know how to do this when comparing the coefficients across two equations, but I am not sure if I can use this approach when having more than two equations.

I am using Stata 15 for Windows.

To be more precise:
When having two equations, one can simply run sureg and then test for differences of an coefficient between two equations by:
Test [dv1]iv = [dv2]iv
or
Test [dv1]iv - [dv2]iv = 0


The resulting F-test shows whether there are differences in the coefficients between both equations.

My problem:
I have six equations … thus, I intend to run all possible combinations of tests … which results in 15 tests.

My question:
Do I need to correct the p-values for alpha inflation? Or … is there a better way to perform such comparisons?

Kind regards
Michael