Hello,
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,
Rob
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