Dear All, Suppose that I have the following code,
Code:
webuse grunfeld, clear

gen ind = company > 5

/*
xtreg invest mvalue kstock if ind == 0, fe robust
xtreg invest mvalue kstock if ind == 1, fe robust
*/

reghdfe invest i.ind#c.(mvalue kstock), a(company) vce(cl company)
and results (ssc install reghdfe, ssc install ftools)
Code:
. reghdfe invest i.ind#c.(mvalue kstock), a(company) vce(cl company)
(MWFE estimator converged in 1 iterations)

HDFE Linear regression                            Number of obs   =        200
Absorbing 1 HDFE group                            F(   4,      9) =      41.89
Statistics robust to heteroskedasticity           Prob > F        =     0.0000
                                                  R-squared       =     0.9477
                                                  Adj R-squared   =     0.9440
                                                  Within R-sq.    =     0.7818
Number of clusters (company) =         10         Root MSE        =    51.3071

                               (Std. Err. adjusted for 10 clusters in company)
------------------------------------------------------------------------------
             |               Robust
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
ind#c.mvalue |
          0  |   .1149211   .0145496     7.90   0.000     .0820076    .1478346
          1  |   .0826851    .026561     3.11   0.012     .0226001    .1427702
             |
ind#c.kstock |
          0  |   .3211845   .0487084     6.59   0.000     .2109984    .4313706
          1  |   .1144632   .0133046     8.60   0.000     .0843661    .1445602
             |
       _cons |  -44.98113   20.41833    -2.20   0.055     -91.1706    1.208344
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
     company |        10          10           0    *|
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
My question is how to JOINTLY test whether the coefficient of ind#c.mvalue=0 (.1149211) equals ind#c.mvalue=1 (.0826851), and the coefficient of ind#ind#c.kstock=0 (.3211845) equals ind#ind#c.kstock=1 (.1144632)? Thanks in advance.