Hi everyone,
Just a short and probably trivial question,
why when estimating using xtreg, fe when I control bu robust or cluster-robust standard errors, Stata does not show (and does not calculate as it is not saved on the e()) the F-test for all the individual u_i effects being zero?
Can I calculate this test myself after using xtreg, fe cluster?
I have also been reading about using areg vs xtreg fe, and I wonder if both methods are equivalent or not if I control by cluster s.e. As I understand the xtreg fe applies OLS to a equation where all terms (y, x and errors) are expressed in deviations w.r.t. the mean, while the areg, as it includes the dummies, these dummies generate the y and the x in deviation for, but not the errors, so the s.e. in both types of estimations would be differents.
Thank you
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Rosa
"If we knew what it was we were doing, it would not be called research, would it?" - Albert Einstein
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