Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Katherine Meckel <katherine.h.meckel@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Areg, absorb vs. xtreg, fe |
Date | Sat, 3 Mar 2012 19:43:12 -0500 |
Hello, I've seen in the archives that the difference between -areg, absorb- and -xtreg, fe- has been visited before, but I didn't see answer to the following: there are several ways to obtain the OLS estimator in a fixed effects model--does anyone know which models AREG and XTREG use? Is it least squares dummy variables (LSDV) or a mean-differenced model, e.g.? I am also wondering, relatedly, if someone can explain why the -areg- help file says the following: areg is designed for datasets with many groups, but not a number of groups that increases with the sample size. The reason I ask is because there are different finite sample adjustments for standard errors in fixed effects models depending on whether you are using LSDV or mean-differencing and I don't think XTREG uses any sample adjustment in their standard errors. Thanks very much for your help, Katherine * * 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/