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st: RE: RE: fe & robust
Duha,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Duha Al-Kuwari
> Sent: 28 February 2006 10:56
> To: [email protected]
> Subject: st: RE: fe & robust
>
> hi again....there was a small mistake in my previous
> question....here is my corrected one:
>
> i used two commands to test fixed effects model with robust.
> the first one is
> :
>
> xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if
> country==1, fe
> robust
>
> the second one is:
>
> areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if
> country==1, absor(company) cluster (company)
>
> but results of the two commands were different although
> they are testing
> fixed effects model...does any one know the reason
>
> thanks
> duha
It's still not obvious they are estimating the same model. The areg
estimation uses company as the observational unit and clusters on
company; the xtreg estimation does not use -cluster-, and you don't say
what the observational unit is.
It would help if you included the first few lines of the estimation
results for the two commands.
--Mark
>
>
> >>> [email protected] 28/02/2006 10:41:51 >>>
> Duha,
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of Duha
> > Al-Kuwari
> > Sent: 28 February 2006 10:28
> > To: [email protected]
> > Subject: st: fe & robust
> >
> > hi all
> >
> > i used two command to test fixed effects model with robust.
> > the first one is
> > :
> >
> > xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if
> > country==1, re
> > robust
> >
> > the second one is:
> >
> > areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1,
> > absor(company) cluster (company)
> >
> > but results of the two commands were different...does any
> > one know the
> > reason
> >
> > thanks
> > duha
>
> The -re- option for xtreg means you estimated a random
> effects model (unless this was a typo in your email).
>
> --Mark
>
> >
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> >
> >
>
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