By the way, are you getting different results from one run to the next
when you use -regress- instead of -xtreg-?
Jean
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Salvati, Jean
> Sent: Friday, September 30, 2005 1:40 PM
> To: [email protected]
> Subject: st: RE: help with xtreg, fe
>
> Maria,
>
> -xtreg, fe- is purely deterministic. In addition, as already
> stated by Michael Blasnik, it is not an iterative procedure,
> and it does not involve setting initial values. If your
> results are changing from one run to the next, then it must
> be that your data is also changing.
>
> I notice that there is a ";" at the end of your command line,
> which suggests that your -xtreg, fe- command is part of a do
> file. If so, I can only suggest that you check any data
> processing that is performed in that do file (again, this was
> already suggested by Michael Blasnik).
>
> Jean Salvati
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of Santos,
> > Maria Emma
> > Sent: Friday, September 30, 2005 12:43 PM
> > To: [email protected]
> > Subject: st: help with xtreg, fe
> >
> >
> > I am estimating a fixed effects model with the command
> xtreg and every
> > time I estimate, exactly the SAME model, I get different estimation
> > results: different coefficients, and different levels of
> significance.
> > Variables change the level of significance from being non
> sig to being
> > significant at 10% to being significant at 5%!
> > I don't see how or why this may happen.
> >
> > This is the command I am writting:
> >
> > xtreg ltheil2ie lunemp lreedu lrprim lrsup lelectricity
> lelectricitysq
> > ldepindex lshare2 if (year>1997),fe;
> >
> > (all variables are in logs)
> >
> > Do I need to set any "start" value or sth like that so that
> every time
> > I run the fixed effects model I get the same results?
> >
> > Please, if someone has a hint on this, I would really
> appreciate it,
> > Sincerely, Maria.
> > -----------------------------------------------------------------
> > Santos, Maria Emma
> > Vanderbilt University
> > Email: [email protected]
> > *
> > * 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/
> >
>
> *
> * 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/
>
*
* 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/
