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st: RV: xtreg fe cluster and F-test

From   <>
To   <>
Subject   st: RV: xtreg fe cluster and F-test
Date   Fri, 25 Apr 2008 20:45:02 +0100

Hi everyone,

Just a short and probably trivial question,
why when estimating using xtreg, fe when I control bu robust or cluster-robust standard errors, Stata does not show (and does not calculate as it is not saved on the e()) the F-test for all the individual u_i effects being zero?
Can I calculate this test myself after using xtreg, fe cluster?

I have also been reading about using areg vs xtreg fe, and I wonder if both methods are equivalent or not if I control by cluster s.e. As I understand the xtreg fe applies OLS to a equation where all terms (y, x and errors) are expressed in deviations w.r.t. the mean, while the areg, as it includes the dummies, these dummies generate the y and the x in deviation for, but not the errors, so the s.e. in both types of estimations would be differents.

Thank you


 "If we knew what it was we were doing, it would not be called research, would it?" - Albert Einstein 

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