Re: st: areg & Cluster & Degrees of Freedom

["David M. Drukker" <ddrukker@stata.com>]

Max <kosak@gmx.de> wrote that there is a discrepancy in the p-value for 
the model test between -areg- and -xtreg, fe-, when the -cluster- option 
is specified.

The p-value for -areg- is correct and the p-value of -xtreg fe- is not, 
although it will be fixed in an upcoming ado update.

The estimated variance-covariance matrices produced by both commands are 
fine, the problem is only with the reporting of the model test in -xtreg 
fe-.

     --David
       ddrukker@stata.com


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