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st: RE: RE: RE: fe & robust


From   "Duha Al-Kuwari" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: RE: fe & robust
Date   Tue, 28 Feb 2006 12:18:51 +0000

thanks  mark so much for your useful comments. one more question . if the
command of fe by using  cluster is

areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, absor(company)
cluster (company)

what is the command of random effects by using  cluster - for the same
variables- should be

thanks
duha


>>> [email protected] 28/02/2006 12:02:44 >>>
Duha, 

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Duha Al-Kuwari
> Sent: 28 February 2006 11:41
> To: [email protected] 
> Subject: st: RE: RE: fe & robust
> 
> hi mark, thanks a lot for your reply... 
> 
>  i attached the result , would you please have a look and 
> tell me your comment
> 
> best regards
> duha

Two things.  First, it's not good Statalist practice to use attachments.
Put the output in the text of your email next time.  Second, my guess
about cluster was correct - areg is using -cluster- and xtreg is not.
That's why the coefficient estimates are the same but the standard
errors are different.

Cheers,
Mark

> 
> > 
> > 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
> 
> It's still not obvious they are estimating the same model.  
> The areg estimation uses company as the observational unit 
> and clusters on company; the xtreg estimation does not use 
> -cluster-, and you don't say what the observational unit is.
> 
> It would help if you included the first few lines of the 
> estimation results for the two commands.
> 
> --Mark
> 
> > 
> > 
> > >>> [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
> > 
> > > 
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