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Re: st: pooled regression vs fixed effects


From   Sami Alameen <samialameen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pooled regression vs fixed effects
Date   Tue, 7 Feb 2012 20:42:52 +0200

I wonder shouldn't -areg- and -xtreg- give the same results:

use grunfeld
areg invest kstock mvalue, absorb(company)
xtreg invest kstock mvalue, fe

or with time dummies

xi: areg invest kstock mvalue i.year, absorb(company)
xi: xtreg invest kstock mvalue i.year, fe

I could be wrong, but what I remember from and old FAQ that the two
commands only differ in R2 calculation.
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