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st: xtregar


From   "Grohsjean, Thorsten W" <t.grohsjean@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: xtregar
Date   Mon, 18 Jul 2011 17:16:02 +0000

Dear Statalist, 
I just realized that using xtregar with dummies and xtregar,fe yield different results. What is the difference between the two approaches and does it make sense to use the first one as it does not change the sample size? When I use the "xtregar,fe" option I have fewer observations. 
Thanks a lot for any help,
Thorsten

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