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st: How is pooled OLS corrected for heteroschedasticity different from the FE model?


From   Haillie Lee <nal@princeton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: How is pooled OLS corrected for heteroschedasticity different from the FE model?
Date   Tue, 27 Sep 2011 15:49:19 -0400

Dear Statalist,

I am having trouble differentiating pooled OLS corrected for
heteroschedasticity and the FE model. Why are these two different? It
seems to me that both are same in that they try to control for
unobserved  cross-sectional heteroschedasticity. If so, why is the FE
model considered to be superior to the heteroschedasticity-corrected
pooled OLS model?
Thank you very much and I would deeply appreciate any help.

Sincerely with Many Thanks,
Haillie
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