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st: Pooled vs. Panel Data

From   Jeff Rosen <>
Subject   st: Pooled vs. Panel Data
Date   Fri, 21 Jul 2006 08:07:14 -0400

I ran a few MLE regressions and set them up first as pooled data and second as panel data. The regression coefficients were almost identical, only a variation of a few decimal points, and the standard errors were much lower in the panel regression. I was expecting the coefficients to still be an unbiased estimate in both regressions, but I expected that they should be slightly different from each other. Is this unusual?

Thanks in advance,

Jeff Rosen
Graduate Student
The Ohio State University

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