I have two fixed effect panel regressions. I want to test the equality of
the two fixed effects using an F-test, but I cannot seem to do this. I
have obtained the predicted values of the fixed effects through the
command:
predict fe1, u
predict fe2, u
I have tried to test these through the "test" command, but that doesn't
seem to be working. Any help is greatly appreciated.
Thanks,
Amit
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