testing difference between coefficients in different equations

[Jane Fry]

I would like to run the following regressions:

xtreg a x y z i.mth_seq, fe vce(robust) *equation 1
estimates store a
xtreg b x y z i.mth_seq, fe vce(robust) *equation 2
estimates store b

how can one test the difference between the estimated coefficients (x in equation 1 and x in equation 2) and get the t-statistic of the difference?
I tried estimates store for each equation and then

suest a b test [a_mean]x - [b_mean]x = 0

but it does not work after xtreg.
Thanks.

[Andrew Musau]

You can use regress in this case.

regress a x y z i.mth_seq i.panelvar
estimates store a
regress b x y z i.mth_seq i.panelvar
estimates store b
suest a b, cluster(panelvar)

where "panelvar" is your panel identifier. Otherwise, stack the data such that a and b are in one variable and use interactions to test the difference between coefficients.

[Jane Fry]

ok thanks Andrew.