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Hi,

I don't how to compare the coefficients of my panel data fixed effect regression, reading other topics I should put the 2 samples into 1 and add a dummy. So that what I did, my regression looks like this:

blev = c tan prf gop siz nts iva Dcrisis

My data contains 10 years, first 5 year Dcrisis=0, other 5 year Dcrisis=1. I should run a wald test to test if tan(dcrisis=0)=tan(dcrisis=1) is this possible? My professor adviced me to use interaction terms but I could't find how.

How should I solve this?

I just figured out a possible solution:

smpl @all
equation e.ls blev c (dcrisis=0)*tan (dcrisis=1)*tan (dcrisis=0)*prf (dcrisis=1)*prf (dcrisis=0)*siz (dcrisis=1)*siz (dcrisis=0)*gop (dcrisis=1)*gop (dcrisis=0)*nts (dcrisis=1)*nts (dcrisis=0)*iva (dcrisis=1)*iva

now I only need to add cross section fixed effects then i'm able to run the several wald restriction tests.

Is this the right way to perform the test?