Tuesday, February 28, 2006

st: fe & robust

hi all

i used two command to test fixed effects model with robust. the first one is :

xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, re robust

the second one is:

areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==1, absor(company) cluster (company)

but results of the two commands were different...does any one know the reason

thanks duha

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