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st: Cross-Sectional Time Series


From   John Neumann <neumannj@bu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cross-Sectional Time Series
Date   Tue, 25 Jun 2002 12:13:11 -0400

Hello all,

Since I frequently see panel data questions flying around the
list, I'm thinking that some of you can provide me with a
very succinct answer to the following question, and in so
doing clarify conceptually for me the data-related issue:

I have data on investment products, by year.  Not all
products have data in each year.  The dependent
variable is scaled in such a way as to make time series
variation in its levels of no concern.  Here's the question:

What is the difference between using the reg command,
with the robust and cluster option, vs. the xtreg command
fixed effects model?  The cluster variable using reg would
naturally be the i( ) parameter for xtreg ...

Thanks!

John Neumann
Boston University

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