I would like to run the following regressions:
xtreg a x y z i.mth_seq, fe vce(robust) *equation 1
estimates store a
xtreg b x y z i.mth_seq, fe vce(robust) *equation 2
estimates store b
how can one test the difference between the estimated coefficients (x in equation 1 and x in equation 2) and get the t-statistic of the difference?
I tried estimates store for each equation and then
suest a b test [a_mean]x - [b_mean]x = 0
but it does not work after xtreg.
Thanks.
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