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Re: st: areg vs xtreg, fe


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: areg vs xtreg, fe
Date   Thu, 7 Feb 2008 22:14:37 +0100

Jenny Montaldo wrote

> Thank you clive for your answer
> However, i did not explain me well, because when i was talikng about lagged variables, it was lagged explanatory variables (not lagged dependent variables). Therefore i do not think that is the reason why. I have still to think about it.

Sorry for not responding earlier (away on business).

I suspect that you may have the same problem either way, as it's still
lagged. But I'm merely an amateur number-cruncher. Try reading the
reference I gave you, but also taking a pop at the latest (fifth?)
edition of Bill Greene's XXX-certificate "Econometric Analysis" might
have the answer, if you can find it in amongst the matrix algebra.

Econometricans, flame away...

-- 
Clive Nicholas (recorded live in Brussels)
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