Dear All,
I have seen several postings on the test of coefficients coming from two different xtreg models. I have the below model and would like to test whether the coefficient of fx in model 1 is smaller than the coefficient of fx in model 2.

Model 1:
xtreg expshare lfx dllabprod VIX Dolratetota col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==1, vce(robust)

Model 2:
xtreg expshare lfx dllabprod VIX Dolratetota col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==0, vce(robust)

I followed the recommendations on the postings and I obtained the following. As far as I understood, I should be interested in the p-value of c.lfx (0.976 ). This implies that the difference of the coefficients is not statistically significant. I would really appreciate if you could confirm whether I am on the right tract?

Have a great day!

gen group=1 if dummy_highimport==1
replace group=2 if dummy_highimport==0
tab group
xtreg expshare i.group##(c.lfx c.dllabprod c.VIX c.Dolratetota c.col c.leverage2 c.lFGDP_s c.ipsectoralgrowth c.log_GDP) if year>2001, fe robust

xtreg expshare i.group##(c.log_industry_rer_96_99_cst c.dllabprod c.VIX c.Dolratetota c.
> col c.leverage2 c.lFGDP_s c.ipsectoralgrowth c.log_GDP) if year>2001, fe robust
note: 2.group omitted because of collinearity

Fixed-effects (within) regression Number of obs = 28,430
Group variable: id Number of groups = 4,872

R-sq: Obs per group:
within = 0.0191 min = 1
between = 0.0029 avg = 5.8
overall = 0.0027 max = 9

F(18,4871) = 12.45
corr(u_i, Xb) = -0.9792 Prob > F = 0.0000

(Std. Err. adjusted for 4,872 clusters in id)
----------------------------------------------------------------------------------------------
| Robust
expshare | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------------------------+----------------------------------------------------------------
2.group | 0 (omitted)
lfx | -.0531907 .0362823 -1.47 0.143 -.1243204 .0179389
dllabprod | .0047292 .0035266 1.34 0.180 -.0021846 .011643
VIX | .0010271 .000228 4.51 0.000 .0005803 .001474
Dolratetotal | .0440244 .0068111 6.46 0.000 .0306716 .0573773
col | -.0466193 .0200281 -2.33 0.020 -.0858835 -.0073551
leverage2 | .0000302 .0002133 0.14 0.887 -.0003879 .0004482
lFGDP_s | -.2160109 .116787 -1.85 0.064 -.4449661 .0129443
ipsectoralgrowth | -.009061 .0087774 -1.03 0.302 -.0262686 .0081466
log_GDP | .1570772 .0616418 2.55 0.011 .0362314 .277923
|
group#|
c.lfx |
2 | .0013076 .0435208 0.03 0.976 -.0840129 .086628
|
group#c.dllabprod |
2 | .0072897 .0043555 1.67 0.094 -.0012491 .0158285
|
group#c.VIX |
2 | -.0011931 .000308 -3.87 0.000 -.0017969 -.0005894
|
group#c.Dolratetotal |
2 | .0019018 .0098426 0.19 0.847 -.0173941 .0211977
|
group#c.col |
2 | .0029947 .0271973 0.11 0.912 -.0503242 .0563137
|
group#c.leverage2 |
2 | .0117649 .0067593 1.74 0.082 -.0014864 .0250162
|
group#c.lFGDP_s |
2 | .1813865 .1796721 1.01 0.313 -.1708517 .5336248
|
group#c.ipsectoralgrowth |
2 | -.0188761 .0160302 -1.18 0.239 -.0503025 .0125503
|
group#c.log_GDP |
2 | -.2035728 .0829576 -2.45 0.014 -.366207 -.0409385
|
_cons | 3.030952 2.336514 1.30 0.195 -1.54967 7.611573
-----------------------------+----------------------------------------------------------------
sigma_u | 1.3683954
sigma_e | .1249707
rho | .99172847 (fraction of variance due to u_i)
----------------------------------------------------------------------------------------------