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Re: st: areg & Cluster & Degrees of Freedom

From   "David M. Drukker" <[email protected]>
To   [email protected]
Subject   Re: st: areg & Cluster & Degrees of Freedom
Date   Mon, 3 Apr 2006 17:35:44 -0500 (CDT)

Max <[email protected]> wrote that there is a discrepancy in the p-value for the model test between -areg- and -xtreg, fe-, when the -cluster- option is specified.

The p-value for -areg- is correct and the p-value of -xtreg fe- is not, although it will be fixed in an upcoming ado update.

The estimated variance-covariance matrices produced by both commands are fine, the problem is only with the reporting of the model test in -xtreg fe-.

[email protected]

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