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Re: st: xtreg, fe and xtlogit, fe

From   Nick Cox <>
Subject   Re: st: xtreg, fe and xtlogit, fe
Date   Thu, 13 Oct 2011 15:11:16 +0100

You are fitting quite different models here. Without knowing anything
about your data, it is quite possible that at least one makes little
sense, depending on the nature of your response variable. But even if
both make sense, discrepant results don't seem surprising at all.

Orthogonally to all that:

1. It is difficult to comment on your results when you just describe
them verbally.

2. Plot your results in as many ways as you can to try to see what is going on.


On Thu, Oct 13, 2011 at 3:04 PM, natasha agarwal
<> wrote:

> 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.

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