Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: areg vs xtreg with robust option


From   Alexis Guyot <alexis.guyot@euromed-management.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: areg vs xtreg with robust option
Date   Thu, 5 Apr 2012 02:43:12 -0700 (PDT)

Dear statalisters,

I wonder why areg and xtreg do not give the same standard errors with the
robust option with version 10 and higher.

It seems that areg uses a different degrees of freedom adjustment.

Some people think on a stata forum that it could be due to an error with the
"areg" estimation in newer versions.
On the other hand, stata help for areg command says that :
"areg is designed for datasets with many groups, but not a number of groups
that increases with the sample size.  See thextreg, fe command in [XT] xtreg
for an estimator that handles the case in which the number of groups
increases with the sample size."
Does anyone understand this?
Many thanks

Regards

Alexis





--
View this message in context: http://statalist.1588530.n2.nabble.com/areg-vs-xtreg-with-robust-option-tp7439279p7439279.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index