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RE: st: xtivreg2 vs xtreg


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   RE: st: xtivreg2 vs xtreg
Date   Sun, 17 Jun 2012 22:25:18 +0100

mai7777,

Can you send the output of xtivreg2 and xtreg to the list along with the commands exactly as you used them?  It's impossible to tell what is going on with just the information you provided.

As the Statlist FAQ says, "Say exactly what you typed and exactly what Stata typed (or did) in response. N.B. exactly!"  Full details on how to post to Statalist can be found at http://www.stata.com/support/faqs/res/statalist.html#advice.

--Mark

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of mai7777
> Sent: 17 June 2012 14:53
> To: statalist
> Subject: Re: st: xtivreg2 vs xtreg
> 
> I forgot to mention, my panel is unbalanced. Not sure if it 
> makes a difference. In such a case which command handles 
> unbalanced panels better, xtivreg2 or xtreg Many thanks!
> 
> On Sun, Jun 17, 2012 at 3:41 PM, mai7777 <[email protected]> wrote:
> > Hi,
> > My understanding is that absent endogenous variables and singletons,
> > xtivreg2 & xtreg should give identical results. Yet, I get 
> different 
> > std. errors and as a result t-stats,  (coefficients are identical).
> > Both regs are using the same exact number of observations. 
> Including 
> > the "small" option for xtivreg does not make a difference.
> >
> > Why?
> > Thanks!
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