Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Xtreg, fe robust cluster() and Xtregar

From   May Ster <[email protected]>
To   [email protected]
Subject   st: Xtreg, fe robust cluster() and Xtregar
Date   Fri, 15 Apr 2011 17:31:52 +0100

Please help...

Dear all,

I wonder which is better between Xtregar, fe robust cluster() and
Xtregar under FE model if one finds autocorrelation or even assumes
they exist.

I tried running regressions and found substantive differences provided
by these two estimators. I thought if autocorrelation exists, it
shouldn't change the coefficient that largely i.e. only the standard
errors are effects?

And, since -Xtregar also works under the FE , it then should provide
close if not similar estimates to the -Xtreg, fe robust cluster()?
I don't understand why the estimates provided are different largely
and there are even the changes in signs.

I will be very grateful if anyone could help with this. Thank you very
much in advance,

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index