Dear Stata users,
I am using the Difference and System GMM approach for estimation and I want to compare the difference between two coefficient of the independent variables, CONF_BSI in two groups, model A and model B. For example as:
(Model A) xtabond2 lev1_n l.lev1_n CONF_BSI tang_n MALSMCTG y2010-y2018 if manu_dummy==1, gmm (lev1_n,lag(3 4)collapse) gmm(l.tang_n l.CONF_BSI,collapse) iv(MALSMCTG, eq(diff)) iv(MALSMCTG,eq(level)) iv(y2010-y2018, eq(level)) robust h(2) twostep
(Model B) xtabond2 lev1_n l.lev1_n CONF_BSI tang_n MALSMCTG y2010-y2018 if manu_dummy==0, gmm (lev1_n,lag(3 4)collapse) gmm(l.tang_n l.CONF_BSI,collapse) iv(MALSMCTG, eq(diff)) iv(MALSMCTG,eq(level)) iv(y2010-y2018, eq(level)) robust h(2) twostep
I'd really appreciate it if anyone could give some suggestions on the command, if that possible.
Thank you!
Best regards
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