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st: RE: help with xtreg, fe


From   "Salvati, Jean" <JSalvati@imf.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: help with xtreg, fe
Date   Fri, 30 Sep 2005 13:39:49 -0400

Maria,

-xtreg, fe- is purely deterministic. In addition, as already stated by
Michael Blasnik, it is not an iterative procedure, and it does not
involve setting initial values. If your results are changing from one
run to the next, then it must be that your data is also changing.

I notice that there is a ";" at the end of your command line, which
suggests that your -xtreg, fe- command is part of a do file. If so, I
can only suggest that you check any data processing that is performed in
that do file (again, this was already suggested by Michael Blasnik).

Jean Salvati

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Santos, Maria Emma
> Sent: Friday, September 30, 2005 12:43 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: help with xtreg, fe
> 
> 
> 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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