st: comparing coefficients across 2 models

[francesco.mazzi@unifi.it]

Dear all,

I am struggling with a model and I am interested in understanding if  
an independent variable (x1) changed its impact on the dependent  
variable (y) following an event (prepost=0 if pre event; prepost=1 if  
post event).

I know that I could run a model considering the interaction of the two.
xi: regress y c.x1##i.prepost x2 x3, robust cluster(firmcluster)
The problem is that I got really high VIFs (above 30!!)

I investigate the possibility of centering or orthogonalising the  
variables (I saved the residuals of regress x1_prepost_interaction x1  
prepost). I got quite nice results.
Do you think this is ok and acceptable? Can you suggest other methods  
for overcoming the problem of multicollinearity?

Moreover, I thought to split the model and run the following two commands
regress y x1 x2 x3 if prepost==0
estimates store modelpre
regress y x1 x2 x3 if prepost==1
estimates store modelpost

Now, if I wanted to compare x1 across the two models (pre and post),  
what can I do? I read on the web something about lincom or suest, but  
I am not really confident with these commands.
Can anyone of you explain me the differences or help me with this?

Thanks to all of you for your help,
Francesco


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