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Re: st: areg vs xtreg, fe


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: areg vs xtreg, fe
Date   Thu, 7 Feb 2008 16:40:29 -0500

I have not seen this problem before.  Can you post the necessary
subset of the data on the web somewhere, and post the code that
produces the problem on Statalist?  Then we can just type something
like

use http://www.stata-press.com/data/r9/grunfeld.dta
xtreg mval inv, i(com) fe
areg mval inv, abs(com)

to see the error message.

You might also -set trace on- to see where in the areg code the error
message is coming from.


On Feb 4, 2008 12:22 PM, jenny.montaldo <jenny.montaldo@libero.it> wrote:
> Another related question concern the estimates for white collars. The xtreg, fe have an overall r^2 of 0.27 (much better than the previous one). However when I try the areg command it says that the matrix is not positive definite (I use also some lagged values of my variable of interests in the estimation).
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