Dear all,
I am currently running linear fixed effects regression models (xtreg, fe vce(cluster id)) to examine the consequences of moving in with a partner in later life for elderlies' well-being. All models are estimated separately for men and women, as I am interested in studying gender differences in the trajectories of elderlies' well-being after entering late-life cohabitation. To check whether the resulting trajectories are significantly different for men and women, I further ran a fully interacted model for the whole sample (men and women not separated) in which amongst tthe other interaction terms, the dummy 'female' is interacted with the time path (holding 6 periods of time) that captures the cohabitation effects (i.female#i.timepath).

Unfortunately, I am struggeling with how to test (and interpret the corresponding tests) whether gender differences in the trajectories are significantly different. For me, the following 2 questions emerge, for which I would appreciate any kind of help!

1. Testparm command
I already tried to use the 'testparm' command and conducted 'testparm female#timepath' after running my fully interacted model. This test revealed that Prob > F = 0.0001. Accordingly, I guess that the interaction term is significantly different, indicating that men and women significantly differ in their well-being trajectories around the time of cohabitation. Is this how you can interpret the significant interaction term between female#timepath?


2. Test command
Furthermore, I am not only interested in how the well-being trajectories differ "on the whole" between men and women, but whether men and women significantly differ in distinct periods of time (for example in the years shortly after cohabitation or in their immediate reaction to entering late-life cohabtiation). Let's say the years shortly after cohabitation are captured in the periods "2 years after" and 4 "years after". Is it possible to test whether men and women significantly differ in this short fraction of time by using the following command?

test 1.female#2yearsafter 1.female#4yearsafter 0b.female#2yearsafter 0b.female#4years after

If not, can somebody please help me to get the right test command for testing significant gender differences in distinct periods of time?


Thanks a lot for your time and help!
Best regards,
Babette