st: xtgls, p(h) versus xtreg, re robust cluster()

[Vincenzo Lombardo <vl30@sussex.ac.uk>]

dear all,
i am using panel data; i have a question on gls and robust command. do you  
know what is the difference between using xtgls, p(hetero), that is  
groupwise heteroskedasticity, and using xtreg, re robust with or without  
the cluster() option?
In both case, the estimator used should be the GLS, but I do not  
understand what is the difference between using the two different commands  
(xtgls, p(h) or xtreg, re robust).
the coefficients given by the two approaches, indeed, results different,  
sometimes only slightly, but most of the time the difference quite  
substantial.
thanks a lot..

--
Vincenzo Lombardo
University of Sussex, Dept. of Economics
University of Napoli Parthenope, DSE
12 Canfield Road
BN2 4DN Brighton - UK
tel. (UK):++44(0)7765991711
tel. (ITALY):++393284164302
*
*   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/