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| From | Richard Williams <richardwilliams.ndu@gmail.com> |
| To | statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |
| Subject | Re: st: pooled regression vs fixed effects |
| Date | Tue, 07 Feb 2012 13:48:59 -0500 |
At 01:42 PM 2/7/2012, Sami Alameen wrote:
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.
The -areg- help says"areg fits a linear regression absorbing one categorical factor. areg is designed for datasets with many groups, but not a number of groups that increases with the sample size. See the xtreg, fe command in [XT] xtreg for an estimator that handles the case in which the number of groups increases with the sample size."
------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/