Good morning all,
I am using 2-wave panel data and a standard fixed effects model to estimate the moderating impact of homeworking or not homeworking on the effect of covid-19 on a series of dependent variables (captured by the binary indicator variables wave and didwfh). I run the model twice for each outcome variable, first for non-homeworkers and then for homeworkers.
xtreg DV1 wave if didwfh==0, fe vce (cluster id)
xtreg DV1 wave if didwfh==1, fe vce (cluster id)
This tells me whether the impact of C19 on DV1 (beta1) is significant for a) non-homeworkers and b) homeworkers SEPARATELY
I now want to test whether the beta produced by specification 1 and the beta produced by specification 2 are significantly different i.e. whether the differential impact of C19 on homeworkers / nonhomeworkers is stat significant
Is there any way to do this using a post estimation command? My supervisors are not keen on me using an interaction model.
I have tried the following:
quietly xtreg DV1 wave if didwfh==0, fe vce (cluster id)
est sto DVnhw
quietly xtreg DV1 wave if didwfh==1, fe vce (cluster id)
est sto DVhw
ttest DVnhw == DVhw
but it just tells me that "variable DVnhw is not found"
Any ideas on how to do this? I can't think of anything else to try so any help would be greatly appreciated
Many thanks for taking the time to read this message,
Diane
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