|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: fe & robust
hi again....there was a small mistake in my previous question....here is my
corrected one:
i used two commands to test fixed effects model with robust. the first one is
:
xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, fe
robust
the second one is:
areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, absor(company)
cluster (company)
but results of the two commands were different although they are testing
fixed effects model...does any one know the reason
thanks
duha
>>> [email protected] 28/02/2006 10:41:51 >>>
Duha,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Duha Al-Kuwari
> Sent: 28 February 2006 10:28
> To: [email protected]
> Subject: st: fe & robust
>
> hi all
>
> i used two command to test fixed effects model with robust.
> the first one is
> :
>
> xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if
> country==1, re
> robust
>
> the second one is:
>
> areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if
> country==1, absor(company) cluster (company)
>
> but results of the two commands were different...does any
> one know the
> reason
>
> thanks
> duha
The -re- option for xtreg means you estimated a random effects model
(unless this was a typo in your email).
--Mark
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
