st: Pooled vs. Panel Data

[Jeff Rosen <rosen.53@osu.edu>]

I ran a few MLE regressions and set them up first as pooled data and second 
as panel data. The regression coefficients were almost identical, only a 
variation of a few decimal points, and the standard errors were much lower 
in the panel regression. I was expecting the coefficients to still be an 
unbiased estimate in both regressions, but I expected that they should be 
slightly different from each other. Is this unusual?

Thanks in advance,

Jeff Rosen
Graduate Student
The Ohio State University


*
*   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/