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st: RE: RE: RE: RE: fe & robust
-help xtreg-
will tell you.
Cheers,
Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Duha Al-Kuwari
> Sent: 28 February 2006 12:19
> To: [email protected]
> Subject: 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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