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Thanks Re: st: re: question concerning xtreg & xtivreg2


From   Borg80@web.de
To   statalist@hsphsun2.harvard.edu
Subject   Thanks Re: st: re: question concerning xtreg & xtivreg2
Date   Fri, 04 Jul 2008 16:04:05 +0200

Thank you very much for your fast answer. I didn t even know about the different types of error correction. So now I don t need to worry using xtivreg2 no more...
Cheers 
Florian


> -----Ursprüngliche Nachricht-----
> Von: "Kit Baum" <baum@bc.edu>
> Gesendet: 04.07.08 13:11:40
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: re: question concerning xtreg & xtivreg2


> <  >
> 
> Borg80 wonders why -xtreg, fe- and -xtivreg2, fe- did not give him  
> the same standard errors when a non-IV model was specified. It is  
> because the default for -xtreg- is to produce small-sample-corrected  
> standard errors and t statistics, whereas the default for -xtivreg2-  
> (like that of -ivreg2-) is to produce large-sample standard errors  
> and z statistics. They will produce the same standard errors if the - 
> small- option is used:
> 
> use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
> xtreg ys k n, fe
> xtivreg2 ys k n, fe small
> 
> 
> 
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
> 
> 
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