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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
>>> [email protected] 28/02/2006 12:02:44 >>>
Duha,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Duha Al-Kuwari
> Sent: 28 February 2006 11:41
> To: [email protected]
> 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
>
> >
> >
> > >>> [email protected] 28/02/2006 10:41:51 >>>
> > 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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> > >
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