Hello All,
This must be a simple problem - but I have searched for a day and somehow cannot find the answer...
I am trying to do across-sample contrasts in fixed effects regressions - but I cannot find the syntax for it:
xtreg y x1 x2 if subsample==1, fe
est store M1
xtreg y x1 x2 if subsample ==2, fe
est store M2
I want to do something like
test M1_x1 - M2_x2
test M1_x2 - M2_x2
I can manually calculate the difference, but was hoping there is a stata command for me to do this?
Many Thanks.
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