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Question: How do I test the difference between two diff-in-diff coefficients?
Question: How do I test the difference between two diff-in-diff coefficients?

Hi Statalist,

I want to test whether a normal MA event will have different effect on the outcome from a PEVC event. The regression is
outcome = Post*PEVC + Post*MA + controls+ FEs+ e

Code:

reghdfe outcome c.post#c.PEVC c.post#c.MA $controls, absorb(cohort#firm cohort#ind#year) cluster(cohort#firm)

then I use

Code:

test _b[c.post#c.PEVC] = _b[c.post#c.MA]

Is this a correct way to test?

Best,
DZ

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Question: How do I test the difference between two diff-in-diff coefficients?

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Home / Data Cleaning / Data management / Data Processing / Question: How do I test the difference between two diff-in-diff coefficients? Question: How do I test the difference between two diff-in-diff coefficients?

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