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Re: st: xtregar in STATA vs. proc mixed in SAS

From   Stas Kolenikov <>
Subject   Re: st: xtregar in STATA vs. proc mixed in SAS
Date   Thu, 18 Mar 2010 15:37:26 -0500

No, you shouldn't. Stata does not have REML. And I doubt SAS has fixed
effects, as PROC MIXED is a biostat rather than an econometric

On Thu, Mar 18, 2010 at 2:52 PM, Ma, Yu-Luen <> wrote:
> I estimated fixed effect models with AR(1) error strcture using both
> STATA and SAS but received significantly different results. Below are
> the programs that I used in each:
> tsset id time
> xtregar y x1 x2, fe
> SAS:
> Proc mixed method=reml data=xxx;
> class id time;
> model y = id x1 x2 /s;
> repeated/type=ar(1) subject=id ;
> Shouldn't I expect similar (if not identical) results from both
> software? Am I missing something? Thanks.

Stas Kolenikov, also found at
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