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Thanks Re: st: re: question concerning xtreg & xtivreg2
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" <[email protected]>
> Gesendet: 04.07.08 13:11:40
> An: [email protected]
> 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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