I am estimating a fixed effects model with the command xtreg
and every time I estimate, exactly the SAME model, I get
different estimation results: different coefficients,
and different levels of significance. Variables change the
level of significance from being non sig to being significant at 10%
to being significant at 5%!
I don't see how or why this may happen.
This is the command I am writting:
xtreg ltheil2ie lunemp lreedu lrprim lrsup lelectricity lelectricitysq
ldepindex lshare2 if (year>1997),fe;
(all variables are in logs)
Do I need to set any "start" value or sth like that so that
every time I run the fixed effects model I get the same results?
Please, if someone has a hint on this, I would really appreciate it,
Sincerely,
Maria.
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Santos, Maria Emma
Vanderbilt University
Email: [email protected]
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