I would like to run the xtreg to utilize the robust option but run into the following collinearity error
. xtreg result1 herf size c_freeequi c_freeequi2, pa corr(ar 1) force robust
independent variables are collinear with the panel variable orgnr
When I run xtregar, I do not get the collinearity error, I was assuming due to the AR(1) feature. Does anyone know why xtreg, with ar1 selected, I might be getting this error?
Thanks,
Steve
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