How can I save the coefficient from the panel data regression and compare them using T-test?
For example, I have a regression
y = cons + b1*X1 + b2*X2 + error
How can I save b1 and b2 as two new variables and t-test them?
I tried
gen b1 = _b[X1]
gen b2 = _b[X2]

But this gives me two columns of the constant value.
Should there be any variation in the coefficient value?
If there is no variation, how can I compare these coefficients are different or not?

Thank you.