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st: felsdvreg

From   Robert Davidson <>
Subject   st: felsdvreg
Date   Tue, 23 Apr 2013 09:13:16 -0400


I am using the package felsdvreg in Stata 11.2 to estimate a two-way
fixed effects model that can estimate the proportion of the variation
in the dependent variable that each separate fixed effect explains.
My fixed effects are firm and person.  I would like to test whether
the proportion of variation the person fixed effect explains is
different between men and women.  Since gender is time invariant I
cannot include a dummy variable and then calculate person fixed
effects.  Is there some way I can compare the output of the model for
men to the output for women and test the significance of the
difference.  I can see that the proportion explained by men and women
looks quite different but I want to test if that difference is
statistically significant.

Thank you for your help,
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