Buzz-
1. The random-effects model assumed by xtreg,re produces equicorrelated
errors within panels and equal panel-level variances
2. xtpcse can have heterogeneous panel-level variances and autocorrelated
(not the same as equicorleated) errors within panels.
The best way to tell what's different about the commands is to look at the
models the commands are assuming. These are described in the manual.
Al Feiveson
-----Original Message-----
From: Buzz Burhans [mailto:[email protected]]
Sent: Thursday, September 12, 2002 4:07 PM
To: [email protected]
Subject: st: xtpcse vs xtreg, 2nd try
1. Relative to the contribution of panels, could someone differentiate the
interpretation of xtpcse vs xtreg,re models ?
2. Why would one use one of these models versus the other?
Thank you,
Buzz Burhans
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