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  • Compare betas of two different models while using asdoc and reghefe

    Code:
    asdoc reghdfe pm rc l.pm interaction1 l.asse ///
    l.lev if dummy ==0, absorb(cc industry_year_fe) keep(rc ///
    interaction1) add(Firm FE, Y, Year FE, Y, Controls, Y) ///
    nest replace save($results/br.doc)
    
    
    asdoc reghdfe pm rc l.pm interaction1 l.asse ///
    l.lev if dummy ==1, absorb(cc industry_year_fe) keep(rc ///
    interaction1) add(Firm FE, Y, Year FE, Y, Controls, Y) ///
    nest replace save($results/br.doc)
    I wish to compare the betas of subset of dummy==0 with dummy ==1 using a simple ttest of two groups. However I am unable to do so without using eststo. Please help

    Thanks


  • #2
    I don't know about asdoc but with most Stata procedures you can simply interact the variables with your dummy: reghdfe y i.dummy##(c.x1 c.x2)
    Then you can use test directly.

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