Hi,
I have run the following regression: y = beta1 post*treat + beta2 controls + alpha1 firm FE + gamma1 year FE + error on two samples and for both the samples, the coefficient on the main independent variable (post*treat) is coming positive and significant. I want to compare and see if there is a significant difference between the two of them. I tried to use the suest command but it is incompatible with regressions run using fixed effects (reghdfe is what I used for regression).
Can anyone kindly suggest me any alternative way I can carry out a test to compare the coefficients of these two regressions?
I have run the following regression: y = beta1 post*treat + beta2 controls + alpha1 firm FE + gamma1 year FE + error on two samples and for both the samples, the coefficient on the main independent variable (post*treat) is coming positive and significant. I want to compare and see if there is a significant difference between the two of them. I tried to use the suest command but it is incompatible with regressions run using fixed effects (reghdfe is what I used for regression).
Can anyone kindly suggest me any alternative way I can carry out a test to compare the coefficients of these two regressions?
