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st: unbalanced panel data models


From   "Indradeep Ghosh" <indradeepg@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: unbalanced panel data models
Date   Thu, 06 Jan 2005 02:27:25 +0000

hi all
i am working with an unbalanced panel data set, and i encounter the following problem :

there are two ways to estimate the fixed and between estimators. the first is to use the commands "xtreg,fe" and "xtreg, be", while the second is to calculate within-group averages, and deviations thereof, of the right hand side variables, and then use these averages and deviations in a "xtreg,re" specification, so that the coefficient on the averages are the "be" coefficients and the coefficients on the deviations are the "fe" coefficients (this second method is described in http://www.stata.com/support/faqs/stat/xt.html).
the problem i have is that these two methods are giving me very different answers, especially for the between regressions.

can anyone tell me why i am getting such different results, and which one i should trust? thanks,

thanks very much
deep


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