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, is already up and running.

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

st: [xtreg fe] [regress] clustered standard errors differ

From   "Marder, Andrew" <>
To   "" <>
Subject   st: [xtreg fe] [regress] clustered standard errors differ
Date   Fri, 29 Mar 2013 22:51:22 -0400

Dear Stata List,

I have found that calculating clustered standard errors using "xtreg fe" does not match those from "regress".  Here is some sample code to recreate this discrepancy:

webuse nlswork, clear
keep if _n <= 100

regress ln_w age tenure i.idcode, vce(cluster idcode)

xtset idcode
xtreg ln_w age tenure, fe vce(cluster idcode)

I have written some thoughts on what might be happening here:

Is this a bug in Stata or am I doing something silly?

Thanks for the help, Andrew

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index