Please, help me with the following.
How do I compare statistical difference between coefficients of two regressions below:
Code:
areg y B_1*x_1 x_2 x_3 if group==1, ab(industry) vce(cluster industry) areg y B_1*x_1 x_2 x_3 if group==2, ab(industry) vce(cluster industry)
Code:
reg y B_1*x_1 x_2 x_3 i.industry if group==1 est store group1 reg y B_1*x_1 x_2 x_3 i.industry if group==2 est store group2 suest group1 group2, vce(cluster industry) test [group1 _mean]x_1=[group1 _mean]x_1
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