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Re: st: Spooky: Different Results with Repeated FE Estimation

From (Brendan Halpin)
Subject   Re: st: Spooky: Different Results with Repeated FE Estimation
Date   Wed, 25 Apr 2012 18:21:37 +0100

On Wed, Apr 25 2012, Miyu Lee wrote:

> Guo, I get different coefficients, standard errors and constants. I use the
> xtreg , fe r command throughout all estimations and with the same
> computer and program.

Is there any possibility that you are repeatedly changing your data, in
a manner like this:

. use originaldata

. replace x = log(1+x)
. reg y x

. replace x = log(1+x)
. reg y x

If you can reproduce the problem in as simple a do-file as possible, you
could test that all the relevant variables are the same before each call
to xtreg (e.g. by running -su y x1 x2 x3- etc and comparing the output). 


Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147    ULSociology on Facebook:         twitter:@ULSociology
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