Hello Statlisters,
When I run the XTFEVD and WITHIN Followed by BETWEEN Xtregs, I get the
same estimates but
different standard errors. The standard errors of XTFEVD are lower.
As a check, I ran the three stages of regressions in XTFEVD manually
(i.e., without XTFEVD ADO)
still the same conclusions as above.
Is this to be expected? I did not find the answer in the original
paper describing XTFEVD.
Thanks in advance,
Victor
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/