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st: Re: felsdvreg


From   VICENTE ROYUELA MORA <vroyuela@ub.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: felsdvreg
Date   Wed, 24 Apr 2013 07:07:49 +0000

Well, if you work with person fixed effects, you can probably store them and check out if fixed effects of men and women are actually statistically different
________________________________________
De: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] en nombre de Robert Davidson [rhd773@gmail.com]
Enviado: martes, 23 de abril de 2013 15:13
Para: statalist@hsphsun2.harvard.edu
Asunto: st: felsdvreg

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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