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st: xtregar and time dummies

Subject   st: xtregar and time dummies
Date   Mon, 07 Oct 2002 20:05:29 -0400

Dear list,

I have a panel of 40 cases and 45 time periods.  I am using xtreg with fixed and time effects, using 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?



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