Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: -areg- versus -xtreg,fe-

From   "Clive Nicholas" <>
Subject   st: -areg- versus -xtreg,fe-
Date   Wed, 2 Jun 2004 23:50:52 +0100 (BST)


I've just been mucking around with -areg-, which allows me to use
-robust-, something -xtreg, fe- does not allow. A model I've just fitted
with -areg-  appears to provide much more sensible estimates and standard
errors than -xtgls- provided (FGLS was finding terms hugely significant
which were insignificant in OLS; and was also reporting Wald values in the
hundreds of 1000s).

However, the description notes in -whelp areg- counsel that:

"-areg- fits a linear regression absorbing one categorical factor; that is,
it fits a fixed-effects model. Note:  See the command -xtreg, fe- in help
-xtreg- for an _improved_ version of -areg-." (My emphasis.)

Could somebody tell me how -xtreg, fe- is better than -areg- if it cannot
provide heteroscedasticity-robust standard errors? (Or can it?)

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e:
Newcastle University  |
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index