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st: AREG vs. XTREG, FE

From   Alexandra Kalev <akalev@Princeton.EDU>
Subject   st: AREG vs. XTREG, FE
Date   Tue, 19 Nov 2002 10:51:36 -0500 (EST)


I am analyzing pooled data of organizations' workforce composition, using
STATA 7. I need to run robust fixed effects regression. I am thinking of
using AREG for that.

I have two - related - questions:

1. Why AREG and XTREG (FE) don't produce the same results? The
standard errors produced by AREG are smaller than those produced by XTREG.

2. What is the difference between running fixed effects using dummies for
each unit (e.g. xi: regress depvar indepvars i.org_name) and running fixed
effects using differences from the mean (as i think XTREG, FE does)?. Is
there a substantive difference or is it just about playing around with the
algebra? What does AREG use?

Thank you very much in advance,

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