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st: RE: xtpcse vs xtreg, 2nd try


From   "FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson1@jsc.nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtpcse vs xtreg, 2nd try
Date   Fri, 13 Sep 2002 08:04:15 -0500

Buzz- 

1. The random-effects model assumed by xtreg,re produces equicorrelated
errors within panels and equal panel-level variances
2. xtpcse can have heterogeneous panel-level variances and autocorrelated
(not the same as equicorleated) errors within panels.

The best way to tell what's different about the commands is to look at the
models the commands are assuming. These are described in the manual.

Al Feiveson

-----Original Message-----
From: Buzz Burhans [mailto:wsb2@cornell.edu]
Sent: Thursday, September 12, 2002 4:07 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: xtpcse vs xtreg, 2nd try


1. Relative to the contribution of panels, could someone differentiate the 
interpretation of  xtpcse vs  xtreg,re models ?

2. Why would one use one of these models versus the other?

Thank you,

Buzz Burhans


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