Hello,

I have two models:

Model A: Y = α1 + β1X1 + Σθ∙C + firm-fixed effect + year-fixed effect

Model B: Y = α1 + β2X2 + Σθ∙C + firm-fixed effect + year-fixed effect

Where Σθ∙C is list of controlling variables and are the same for both model A & B

I want to compare the coefficients of β1 and β2

I search some related threads. The closest one is here: https://www.stata.com/statalist/arch.../msg00275.html

If there is no time effect in my model, everything works fine as the example in the link. However, there is time fixed effect and I do not know how to deal with it


Code of each model:

HTML Code:
xtreg y x control1 control2 i.year, fe
Thank you
Phan