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Re: st: pooled regression vs fixed effects
From
Sami Alameen <[email protected]>
To
[email protected]
Subject
Re: st: pooled regression vs fixed effects
Date
Tue, 7 Feb 2012 20:42:52 +0200
I wonder shouldn't -areg- and -xtreg- give the same results:
use grunfeld
areg invest kstock mvalue, absorb(company)
xtreg invest kstock mvalue, fe
or with time dummies
xi: areg invest kstock mvalue i.year, absorb(company)
xi: xtreg invest kstock mvalue i.year, fe
I could be wrong, but what I remember from and old FAQ that the two
commands only differ in R2 calculation.
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