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re: re: RE: st: areg Vs fe


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: re: RE: st: areg Vs fe
Date   Tue, 13 Mar 2012 09:30:34 -0400

<>
Richard replied
>The three sets of point and interval estimates are identical, as 
>they are estimating exactly the same model.

Aren't the standard errors supposed to be slightly different? Would 
they be if there were a lot more companies?


Yes, iff you specify the cluster-robust VCE (and xtreg, fe robust implies cluster).



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