Hi all, I am currently using the following code to compare the statistical difference for the coefficient between two subsamples.

qui reg DepVar IndVar if LOSS==1
est store m1

qui reg DepVar IndVar if LOSS==0
est store m2

suest m1 m2, cluster(firm)
test [m1_mean]IndVar-[m2_mean]IndVar=0


Is there a way that I can include both fixed effects (year fixed and industry fixed effects) and firm cluster in this setting? Since in other full sample tests, I use reghdfe DepVar IndVar, absorb (industry year) cluster(firm)