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st: RE: RE: RE: RE: fe & robust


From   "Duha Al-Kuwari" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: RE: RE: fe & robust
Date   Tue, 28 Feb 2006 12:39:20 +0000

i'll do my best to fined this command...thanks mark

rgards
duha


>>> [email protected] 28/02/2006 12:26:40 >>>
-help xtreg-

will tell you.

Cheers,
Mark 

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Duha Al-Kuwari
> Sent: 28 February 2006 12:19
> To: [email protected] 
> Subject: st: RE: RE: RE: fe & robust
> 
> thanks  mark so much for your useful comments. one more 
> question . if the command of fe by using  cluster is
> 
> areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if 
> country==1, absor(company) cluster (company)
> 
> what is the command of random effects by using  cluster - for the same
> variables- should be
> 
> thanks
> duha
> 
> 
> >>> [email protected] 28/02/2006 12:02:44 >>>
> Duha, 
> 
> > -----Original Message-----
> > From: [email protected] 
> > [mailto:[email protected]] On Behalf Of Duha 
> > Al-Kuwari
> > Sent: 28 February 2006 11:41
> > To: [email protected] 
> > Subject: st: RE: RE: fe & robust
> > 
> > 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
> 
> Two things.  First, it's not good Statalist practice to use 
> attachments.
> Put the output in the text of your email next time.  Second, 
> my guess about cluster was correct - areg is using -cluster- 
> and xtreg is not.
> That's why the coefficient estimates are the same but the 
> standard errors are different.
> 
> Cheers,
> Mark
> 
> > 
> > > 
> > > 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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