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st: xtregar, xtreg, and time dummies


From   <faparici@gmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtregar, xtreg, and time dummies
Date   Mon, 07 Oct 2002 20:16:43 -0400

Dear list,

I have a panel of income levels data, 40 cases and 45 time periods.  I 
am using xtreg with fixed and time effects, with xi-dummies for the 
years.  Now I want to check if xtregar gives similar results.

Should I include the year dummies in xtregar, just as I did in xtreg, 
or xtregar automatically accounts for time effects?  
What difference does it make to include year dummies in xtregar, or not?
How do I decide whether to use xtreg or xtregar?
Would first-differencing my data yield the same results as xtregar?

thanks for any suggestions,

-javier


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