Dear Statalisters
I have looked through previous posts on suest on tests related to two coefficients for difference between the subsamples. I have come across Stata code/command for F-test, chi2, and Z-test from those posts.
However, I was unable to find anything specific to my issue (it could be I have overlooked or missed post related my query.
I am using panel data. Let’s say DV is my dependent variable and IV is my independent variable. I have a number of control variables as CV. I want to subsample based the variable S, so my regression looks as follows:
xtreg DV IV1 IV2 CV1 CV2 CV3 i.fyear if S==0, fe robust …. (1)
xtreg DV IV1 IV2 CV1 CV2 CV3 i.fyear if S==1, fe robust ….. (2)
I would like to test if the coefficients of b1+b2 (b_IV1 plus b_ IV2) in Eq. (1) is significantly different from the coefficients of b1+b2 (b_IV1 plus b_ IV2) in Eq. (2).
Hoping someone will be able to guide me on this.
Thank you,
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