Yes, you could interact the variables with a dummy variable and test if the
interacted variable of interest is 0.
For example:
webuse grunfeld, clear
mark gr if com <7
foreach v of varlist kstock mval {
gen gr_`v' = gr*`v'
}
xtreg invest kstock mval gr_*, fe robust
test gr_kstock
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Daniel Hoechle
> Sent: Friday, April 07, 2006 10:35 AM
> To: [email protected]
> Subject: st: xtreg and suest
>
> Dear all
>
> I would like to estimate a fixed effects panel regression for two groups
> of individuals (men and women, say). Then I would like to compare the
> coefficients of the two models. However, the -suest- command seems not
> to work in this instance
<snip>
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