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Re: st: random effects, cluster&robust


From   "Duha Al-Kuwari" <alkuwaridak@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: random effects, cluster&robust
Date   Fri, 03 Mar 2006 16:43:39 +0000

one of stata list.

however, i'm not searching  for the command u suggested

the command you suggested 
for fixed effects is 
xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if cou==1, i(com) fe
cluster (com)

and for random effects is :
xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if cou==1, i(com) re
cluster (com)


but the command i used  for fixed effects is:
 areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, absor(company)
cluster (company)

( which gives me different result than the one you suggested) 

and i am searching for  similar to the  latter  command for random effects .

peace
duha



>>> "Austin Nichols" <austinnichols@gmail.com> 03/03/2006 15:37:25 >>>
Do not send any more extremely basic questions that can be answered by
reading the help files to Statalist, unless you want everyone to
ignore your future requests for help.

xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if cou==1, i(com) fe
cluster (com)


On 3/3/06, Duha Al-Kuwari <alkuwaridak@cardiff.ac.uk> wrote:
> i need a help
>
>  i used this command for fixed effects with robust and cluster :
>
> areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1,
absor(company)
> cluster (company)
>
> but   i don't know the similar command for random effects with robust and
> cluster. i searched in help xtreg but still couldn't know the correct way of
> writing this command.
>
> can any one help me please ?
>
> thanks
> duha
>
>
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