Hello Stata experts.
I am beginner to Stata. I need help regarding testing for moderation effect
Code:
Size X Returns
in Stata. additionally, I want to test of the coefficient either two interactions coefficients are same or different? The two moderating variables are in the same model.
Code:
Small Size X Returns
and
Code:
Large Size x Returns
in the below sample models.
Code:
Y = B1.Returns + B2.Size+ B3.SizeXReturns, fe vce( cluster panel ID)
Code:
Y= B1.Small Size + B2.Large Size + B3.Small Size X Returns + B4.Large Size x Returns, fe vce(cluster ID)