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st: RE: fe & robust
Duha,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Duha Al-Kuwari
> Sent: 28 February 2006 10:28
> To: [email protected]
> 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
>
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