Dear statalist:
I am facing one situation that I have not been able to intuit. I ran
two different fixed effect panel regressions for different groups and
compared the coefficients across the two groups. The test yeilded that
there was no significant difference when I used 'suest' to compare the
coefficients.
Then I tried to run the same models in OLS using explicit dummy
variables. My estimates are very close (some difference possibly came
because of some additional dummy variables that I tried to put in that
I could not use in my fixed effects model). The coefficients that I
compared were very close. But when I ran the same comparison using OLS
I found that the coefficients were significantly different.
To summarize the same coefficients when I used suest after areg gave
me insignificant difference as compared to the usage of suest after a
simple regression with dummy variables which indicated the difference
was significant.
I do not understand what is happening here. First, could this really
happen ? Or am I doing something wrong ?
Thanks
Sriram
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