Dear list,
I have a panel of income levels data, 40 cases and 45 time periods. I
am using xtreg with fixed and time effects, with xi-dummies for the
years. Now I want to check if xtregar gives similar results.
Should I include the year dummies in xtregar, just as I did in xtreg,
or xtregar automatically accounts for time effects?
What difference does it make to include year dummies in xtregar, or not?
How do I decide whether to use xtreg or xtregar?
Would first-differencing my data yield the same results as xtregar?
thanks for any suggestions,
-javier
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
