12321321@ 发表于 2021-7-28 11:22 
大佬,金融化这篇文章里按产权性质分组回归后的系数差异检验如何做呢?
qui xi: reg FINRATIO CEOFIN SR LEV GROWTH GP AS SIZE BOARD AGE SEX OVERSEA CEOPC CEOCW Ind_Q i.year i.Industry if STATE==1
est store r7_2
qui xi: reg FINRATIO CEOFIN SR LEV GROWTH GP AS SIZE BOARD AGE SEX OVERSEA CEOPC CEOCW Ind_Q i.year i.Industry if STATE==0
est store r7_3
suest r7_2 r7_3
test [r7_3_mean]CEOFIN=[r7_2_mean]CEOFIN