The dependent variable is investment. So, Lead_Dir affects investment differently when FRQ is low and high.
It has control variables, industry FE and Year FE and they cluster the SE at Firm level.
What I am looking for is to calculate coef. comp, p-value.
Would anyone please help me?
Is this a SAS question? What SAS PROC produced these results?
I don't know how the author did it either.
Can you describe the experiment/data collection and analysis done? What is IV?
Typically, comparing slopes or coefficients from two groups is done via putting an interaction into the model, and seeing if the interaction is statistically significant.
So, for OLS, it might look something like this:
proc glm data=have;
class frq;
model investment = frq lead_dir frq * lead_dir;
run; quit;
The interaction between frq and lead_dir is what you want to look at. If it is statistically significant, then the coefficient of lead_dir changes due to frq. This doesn't completely match the example you showed, but its the best I can do since I don't have the original paper.
What does the Methods section of the article say about statistical analysis methods?
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