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st: help with xtreg, fe


From   "Santos, Maria Emma" <maria.e.santos@Vanderbilt.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: help with xtreg, fe
Date   Fri, 30 Sep 2005 11:43:27 -0500

I am estimating a fixed effects model with the command xtreg
and every time I estimate, exactly the SAME model, I get
different estimation results: different coefficients,
and different levels of significance. Variables change the
level of significance from being non sig to being significant at 10%
to being significant at 5%!
I don't see how or why this may happen.

This is the command I am writting:

xtreg ltheil2ie lunemp lreedu lrprim lrsup lelectricity lelectricitysq
ldepindex lshare2 if (year>1997),fe;

(all variables are in logs)

Do I need to set any "start" value or sth like that so that
every time I run the fixed effects model I get the same results?

Please, if someone has a hint on this, I would really appreciate it,
Sincerely,
Maria.
-----------------------------------------------------------------
Santos, Maria Emma
Vanderbilt University
Email: maria.e.santos@Vanderbilt.Edu
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