Tuesday, February 28, 2006

st: RE: RE: RE: RE: fe & robust

-help xtreg-

will tell you.

Cheers, Mark

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Duha Al-Kuwari > Sent: 28 February 2006 12:19 > To: statalist@hsphsun2.harvard.edu > Subject: st: RE: RE: RE: fe & robust > > thanks mark so much for your useful comments. one more > question . if the command of fe by using cluster is > > areg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if > country==1, absor(company) cluster (company) > > what is the command of random effects by using cluster - for the same > variables- should be > > thanks > duha > > > >>> M.E.Schaffer@hw.ac.uk 28/02/2006 12:02:44 >>> > 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 11:41 > > To: statalist@hsphsun2.harvard.edu > > Subject: st: RE: RE: fe & robust > > > > hi mark, thanks a lot for your reply... > > > > i attached the result , would you please have a look and > tell me your > > comment > > > > best regards > > duha > > Two things. First, it's not good Statalist practice to use > attachments. > Put the output in the text of your email next time. Second, > my guess about cluster was correct - areg is using -cluster- > and xtreg is not. > That's why the coefficient estimates are the same but the > standard errors are different. > > Cheers, > Mark > > > > > > > > > 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/ > > > > > > * > * 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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