Dear All, I tried to write a code for test equality of coefficients from two regressions by bootstrap. The code is (please ssc install ivreghdfe)
Code:
cap program drop mf
program define mf, rclass
  ivreghdfe durm (gdpg = os2 worldincomeg), a(id year) cluster(id) 
  local tm =  _b[gdpg]
  return scalar mgdpg = `tm' 
  ivreghdfe durf (gdpg = os2 worldincomeg), a(id year) cluster(id) 
  local tf =  _b[gdpg]
  return scalar fgdpg = `tf' 
  return scalar dif = mgdpg-fgdpg
end
mf
return list
bootstrap rdif=r(dif), reps(100): mf
However, I got the following error message Array
Array
Array

Can anyone give some help here? Thanks.