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st: xtivreg2, small


From   "Rodrigo A. Alfaro" <raalfaroa@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg2, small
Date   Sat, 5 May 2007 20:34:55 -0400

Hi all,

I found that -xtdata, fe- can be used with -cluster()- without changing the degree of freedom, given that the degree of freedom depends only on the number of cluster!! Besides that, I found that -xtivreg2, small- gives slightly different standard errors. Is there an additional correction included in -xtivreg2, fe- that is not in -xtreg, fe-?

Any comment is welcome.
Rodrigo.

*! Example
webuse abdata
qui xtreg n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983, fe robust cluster(id)
est store T1
qui xtivreg2 n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983, fe robust cluster(id)
est store T2
qui xtivreg2 n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983, fe robust cluster(id) small
est store T3
preserve
xtdata n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983, fe clear
qui reg n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr1978-yr1983, robust cluster(id)
est store T4
restore
est table T*, se b(%9.5f)

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