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st: xtreg, fe and xtlogit, fe


From   natasha agarwal <[email protected]>
To   [email protected]
Subject   st: xtreg, fe and xtlogit, fe
Date   Thu, 13 Oct 2011 15:04:57 +0100

Dear Everyone,

I was trying to estimate the following model

xtreg x  a y y*g, fe vce(robust)
xtlogit x a y y*g, fe

I get that the both y and the interaction term is insignificant in the
xtreg, fe model while y is significant and the interaction term is
insignificant in the xtlogit, fe model.

I fail to understand the discrepancy I observe in the results.

Can anyone help with this?

Thanks,
Natasaha
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