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re: re: RE: st: areg Vs fe

From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   re: re: RE: st: areg Vs fe
Date   Tue, 13 Mar 2012 09:30:34 -0400

Richard replied
>The three sets of point and interval estimates are identical, as 
>they are estimating exactly the same model.

Aren't the standard errors supposed to be slightly different? Would 
they be if there were a lot more companies?

Yes, iff you specify the cluster-robust VCE (and xtreg, fe robust implies cluster).

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