The main regression model
reghdfe y x controls, absorb (ind fyear) vce(cluster gvkey)
Now I want to run the same model for two different groups (male/female)
I have done the following
regress y x controls i.ind i.fyear if sex==1
estimate store h1
regress y x controls i.ind i.fyear if sex==0
estimate store h0
suest h1 h0, vce(cluster gvkey)
test [h1_mean] x = [h0_mean] x
I get results of the p-value of the difference between the coefficients of x from the above test. But I have a feeling that I am making some mistakes here.
So, I want to do the same test using a different method and compare the two results. If the results are the same, then I am confident that my first test is correct. But I don't know any other approaches.
Could anyone please help me with a different method to test the equality of the coefficients of regression?
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