Dear All, Suppose that I estimate the following two regressions:
Code:
webuse grunfeld, clear

gen ind = 0 
replace ind = 1 if company > 5 

// ssc install reghdfe
reghdfe invest c.mvalue##c.kstock if ind == 0, a(company) vce(cl company) 
est store m0
reghdfe invest c.mvalue##c.kstock if ind == 1, a(company) vce(cl company) 
est store m1
My question is how to test whether the coefficients on "c.mvalue#c.kstock" are equal across "mo" and "m1" models? Thanks.