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st: question concerning xtreg & xtivreg2


From   Borg80@web.de
To   statalist@hsphsun2.harvard.edu
Subject   st: question concerning xtreg & xtivreg2
Date   Thu, 03 Jul 2008 19:49:51 +0200

Hello. I have a question regarding the stata commands "xtreg" and "xtivreg2" using the "fe"-option. The regression-outputs below show the same coefficients but slightly different standard-errors. Even if these differences are very small in my case I wonder about the reason. Does it have to do with the missing constant? Very much thanks for your help.

Florian

. xtreg logED_K Bev_m Ausl Bev_0_14 Bev_15_30 Bev_ab65 time_3 time_4 Flukt Ssterb Bev_Dichte BIP_KopfR ALQ, fe cluste
> r(code_d)

Fixed-effects (within) regression               Number of obs      =      1531
Group variable: code_d                          Number of groups   =       411

R-sq:  within  = 0.1270                         Obs per group: min =         2
       between = 0.2297                                        avg =       3.7
       overall = 0.2404                                        max =         4

                                                F(12,410)          =      9.67
corr(u_i, Xb)  = -0.6284                        Prob > F           =    0.0000

                               (Std. Err. adjusted for 411 clusters in code_d)
------------------------------------------------------------------------------
                    |               Robust
      logED_K |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        Bev_m |  -5.055154   4.770304    -1.06   0.290    -14.43246    4.322152
            Ausl |  -.2978585   .3102666    -0.96   0.338    -.9077703    .3120534
   Bev_0_14 |   3.413796   2.240333     1.52   0.128    -.9901764    7.817768
 Bev_15_30 |    1.47096   1.104769     1.33   0.184    -.7007582    3.642679
   Bev_ab65 |  -1.343489   2.623084    -0.51   0.609     -6.49986    3.812882
        time_3 |  -.0051302   .0074063    -0.69   0.489    -.0196893    .0094289
        time_4 |  -.0258546   .0146786    -1.76   0.079    -.0547092        .003
           Flukt |  -.0305269   .1025177    -0.30   0.766    -.2320528     .170999
        Ssterb |   .0011562   .0010933     1.06   0.291    -.0009929    .0033054
 Bev_Dichte |  -.0000805   .0001198    -0.67   0.502     -.000316    .0001551
  BIP_KopfR |  -1.74e-09   2.97e-09    -0.58   0.559    -7.57e-09    4.10e-09
            ALQ |   .0034246   .0040251     0.85   0.395    -.0044878    .0113371
         _cons |   10.16893   2.795267     3.64   0.000     4.674089    15.66378
-------------+----------------------------------------------------------------
     sigma_u |  .59185905
     sigma_e |  .07465149
             rho |  .98434022   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. xtivreg2 logED_K Bev_m Ausl Bev_0_14 Bev_15_30 Bev_ab65 time_3 time_4 Flukt Ssterb Bev_Dichte BIP_KopfR ALQ, fe clu
> ster(code_d)

FIXED EFFECTS ESTIMATION
------------------------
Number of groups =       411                    Obs per group: min =         2
                                                               avg =       3.7
                                                               max =         4

OLS estimation
--------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on code_d

Number of clusters (code_d) = 411                     Number of obs =     1531
                                                      F( 12,   410) =     9.68
                                                      Prob > F      =   0.0000
Total (centered) SS     =  7.072739806                Centered R2   =   0.1270
Total (uncentered) SS   =  7.072739806                Uncentered R2 =   0.1270
Residual SS             =  6.174712943                Root MSE      =   .07425

------------------------------------------------------------------------------
                     |               Robust
       logED_K |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          Bev_m |  -5.055154   4.745777    -1.07   0.287    -14.35671    4.246397
              Ausl |  -.2978585   .3086713    -0.96   0.335    -.9028431    .3071262
     Bev_0_14 |   3.413796   2.228814     1.53   0.126    -.9545986    7.782191
   Bev_15_30 |    1.47096   1.099089     1.34   0.181    -.6832138    3.625135
     Bev_ab65 |  -1.343489   2.609596    -0.51   0.607    -6.458204    3.771226
          time_3 |  -.0051302   .0073682    -0.70   0.486    -.0195717    .0093112
          time_4 |  -.0258546   .0146031    -1.77   0.077    -.0544761    .0027669
             Flukt |  -.0305269   .1019906    -0.30   0.765    -.2304247     .169371
          Ssterb |   .0011562   .0010877     1.06   0.288    -.0009755     .003288
   Bev_Dichte |  -.0000805   .0001192    -0.67   0.500    -.0003141    .0001532
    BIP_KopfR |  -1.74e-09   2.95e-09    -0.59   0.557    -7.53e-09    4.05e-09
              ALQ |   .0034246   .0040044     0.86   0.392    -.0044239    .0112731
------------------------------------------------------------------------------
Included instruments: Bev_m Ausl Bev_0_14 Bev_15_30 Bev_ab65 time_3 time_4 Flukt
                      Ssterb Bev_Dichte BIP_KopfR ALQ
------------------------------------------------------------------------------

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