Tuesday, February 28, 2006

st: RE: RE: fe & robust

Duha,

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Duha Al-Kuwari > Sent: 28 February 2006 10:56 > To: statalist@hsphsun2.harvard.edu > Subject: st: RE: fe & robust > > hi again....there was a small mistake in my previous > question....here is my corrected one: > > i used two commands to test fixed effects model with robust. > the first one is > : > > xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if > country==1, fe > 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 although > they are testing > fixed effects model...does any one know the reason > > thanks > duha

It's still not obvious they are estimating the same model. The areg estimation uses company as the observational unit and clusters on company; the xtreg estimation does not use -cluster-, and you don't say what the observational unit is.

It would help if you included the first few lines of the estimation results for the two commands.

--Mark

> > > >>> M.E.Schaffer@hw.ac.uk 28/02/2006 10:41:51 >>> > Duha, > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Duha > > Al-Kuwari > > Sent: 28 February 2006 10:28 > > To: statalist@hsphsun2.harvard.edu > > Subject: 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 > > The -re- option for xtreg means you estimated a random > effects model (unless this was a typo in your email). > > --Mark > > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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