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Re: st: xtpcse: FE vs RE model?


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtpcse: FE vs RE model?
Date   Thu, 15 Mar 2007 16:28:51 +0100

Nice question!!
I played a bit with my data and I found that -xtpcse, independent- produces the same results as -xtgee, independent- and -xtgls-.

Nicola

At 02.33 15/03/2007 -0400, "Vladimir V. Dashkeyev" wrote:
>Does -xtpcse- estimate a RE or a FE model?
>
>I've been reading Stata manual but did not find the answer. Though
>it's said in the XT manual on p.157 that without autocorrelation
>xtpcse is estimated with OLS, does it mean that in this case -xtpcse-
>is estimated as FE model and as RE otherwise? 

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