Comparing coefficients across subsamples using panel data

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Hi,

I am working with a dated panel. I want to estimate the same regression across five subsamples (5 quintiles of firms ranked by firm size): equation a_all.ls(cx=f,per=f,cov=perwhite) wcapex_a c vb_total_la1 log(wbv_a_la1) misprice_firm_la1 wc_cf_a

My first question is how to compare the coefficients, say, on vb_total_la1 (and others) across 5 subsamples? I used to use the Factor Breakpoint Test when using other dataset, but this option disappears when the workfile is panel (??)

The second question is if there is any way that I can estimate those 5 regression simultaneously and then test whether the coefficient on, say, vb_total_la1 in quintile 1 is greater than that in quintile 5.

Any help is very much appreciated. Thanks in advance!

Chau