Hi, I want to compare the coefficient on one variable (i.e. IndVar) from the regressions based on two subsamples .
reghdfe DepVar IndVar ControlVar Tone>Median, absorb(sic2 fyear) cluster(gvkey)
reghdfe DepVar IndVar ControlVar Tone<Median, absorb(sic2 fyear) cluster(gvkey)
I used the following code but it does not allow me to add the absorb and cluster functions when conducting the t-test.
reghdfe DepVar IndVar ControlVar Tone>Median, absorb(sic2 fyear) cluster(gvkey)
est store m1
reghdfe DepVar IndVar ControlVar Tone<Median, absorb(sic2 fyear) cluster(gvkey)
est store m2
suest m1 m2
test [m1_mean]IndVar = [m2_mean]IndVar
Anyone knows how to solve this problem? Or is there other easier way to compare the coefficient on one variable from the regressions based on two subsamples?
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