Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: areg vs xtreg with robust option

From   Alexis Guyot <>
Subject   st: areg vs xtreg with robust option
Date   Thu, 5 Apr 2012 02:43:12 -0700 (PDT)

Dear statalisters,

I wonder why areg and xtreg do not give the same standard errors with the
robust option with version 10 and higher.

It seems that areg uses a different degrees of freedom adjustment.

Some people think on a stata forum that it could be due to an error with the
"areg" estimation in newer versions.
On the other hand, stata help for areg command says that :
"areg is designed for datasets with many groups, but not a number of groups
that increases with the sample size.  See thextreg, fe command in [XT] xtreg
for an estimator that handles the case in which the number of groups
increases with the sample size."
Does anyone understand this?
Many thanks



View this message in context:
Sent from the Statalist mailing list archive at
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index