Meryle said
I'm estimating the same model over several years (regress y x1 x2 x3,
if year == 2001) with the only change for the equations being the if
year == statement. I then generate a treateffect = for eachyear and
want to compare whether or not the predicted treatment effect in each
of the years equivalent across each of the years.
webuse grunfeld,clear
qui forv i=1935/1937 {
reg invest mvalue kstock if year==`i'
estimates store e`i'
}
suest e*
test [e1935_mean]mvalue=[e1936_mean]mvalue
test [e1935_mean]mvalue=[e1937_mean]mvalue, accum
Generalizes to any number of years...
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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