Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: fe & robust


From   "Duha Al-Kuwari" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: fe & robust
Date   Tue, 28 Feb 2006 11:41:21 +0000

hi mark, thanks a lot for your reply... 

 i attached the result , would you please have a look and tell me your comment

best regards
duha


> 
> 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
> 
> > 
> > *
> > *   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/ 
> 
> 

*
*   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/

Attachment: bahrain.smcl
Description: Binary data




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index