Dear All, Suppose that I estimate the following two regressions (please ssc install ivreghdfe. In addition, you probabaly have to ssc install ivreg2 and ssc install ranktest),
Code:
ivreghdfe durm (gdpg = os2), a(id year) cluster(id) 
ivreghdfe durf (gdpg = os2), a(id year) cluster(id)
and wish to test whether the coefficients of `gdpg' in the two regressions are equal. Can anyone show me how to do bootstrap test in Stata? Thanks.