Dear all,

Suppose I have the following dataset

Code:
input dv iv1 iv2 firmid year
1 8 1 155 2001
3 9 1 155 2002
5 10 1 155 2003
8 15 1 155 2004
9 18 1 166 2001
12 16 1 166 2002
11 14 1 166 2003
15 12 1 166 2004
14 5 0 177 2001
14 7 0 177 2002
15 3 0 177 2003
17 5 0 177 2004
18 2 0 177 2005
19 4 0 177 2006
12 8 0 177 2007
3 6 1 188 2001
5 8 1 188 2002
2 9 1 188 2003
1 8 1 188 2004
6 12 1 199 2001
7 9 1 199 2002
4 10 1 199 2003
56 11 1 199 2004
23 8 1 199 2005
10 3 0 199 2006
11 3 0 200 2001
12 4 0 200 2002
54 1 0 200 2003
6 2 0 200 2004
5 5 0 200 2005
end
I'd like to compare regression coefficients of two different independent variables (iv1 and iv2) in two separate regressions. For example:

Code:
reghdfe dv iv1, absorb(firmid year) vce(cluster firmid)
reghdfe dv iv2, absorb(firmid year) vce(cluster firmid)
I'd like to use reghdfe command instead of reg as I need to control for firm fixed effects. I'm aware that I can't use suest in this case as it doesn't capture reghdfe regression output.

Could anyone please help me find a way to go around this problem?

Thank you very much for your help,

Vinh