Hi all,

I have a question regarding comparing coefficients of two regressions (fe) which are subsamples of a larger dataset.

Context: I am looking at determinants of bank liquidity across European countries.
I have decided to split the countries into subsamples: Developed European Countries and Emerging European Countries (no overlap) to see whether my independent variables change significantly. Liquidity Coverage Ratio - Dependent Variable. Bank Size, Net interest Margin, Return on Av.Assets, Leverage and GdpGrowth - Independent Variables


The stata code I am using for panel data is:
xtset id year

Regression 1:
xtreg LCR Size nim roaa lev gdpg if developed==1, fe robust

Regression 2:
xtreg LCR Size nim roaa lev gdpg if emerging==1, fe robust

Is there a way of comparing the results of the two regressions against each other? E.g. The coefficient of NIM was positively statistically significant in developed countries but emerging countries a smaller positive insignificant result. Therefore the model suggests that NIM has a greater influence over LCR in dependent countries compared to independent countries.

Thanks,
(Sorry if this has already been asked I can't find any posts).