Hello every one,
I have the wage gap between immigrants and natives Born by census metropolitan area/regions(cma), level of education (education) and year (t). So I regressed this wage gap on an observable vector of characteristics and I also included the fixed effects of cma, e and t. I do it like this in Stata --> reg wagegap xb i.cma i.educ i.t, robust So I would like to perform a fixed effects stability test and also test if there are any interactions between the fixed effects (i.cma#i.educ i.cma#i.t i.educ#i.t). 1) Did you think that the stability test and Joint F test for fixed effects are different? 2) If no, Does this amount to performing an F test where the null hypothesis will be the absence of heterogeneity and the alternative will be the presence of heterogeneity to the stability test? 3) For the presence of interactions between fixed effects do I have to perform either a F test?
Best!
Thank you for your helps
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