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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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).