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Re: Re: st: Different Stata versions give different standard errors
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: Re: st: Different Stata versions give different standard errors
Date
Mon, 08 Aug 2011 10:28:49 -0500
At 08:37 AM 8/8/2011, Kelly Jones wrote:
Thanks Richard and Nick.
It seems the problem is indeed with the "areg" command in version 11
(and 10 I guess?). The "xtreg, fe" estimation reproduces the standard
errors of the "areg" estimation under version 9. Oddly, prefixing the
"areg" command in version 11 with "version 9:" does not fix the
problem.
If the earlier results were considered an error, then using version
control would not necessarily reproduce that error.
Following up on Maarten's point about areg and xtreg, fe being
different, the manual entry for areg says
"Although the point estimates produced by areg and xtreg, fe are the
same, the estimated VCEs differ when cluster() is specified because
the commands make different assumptions about whether
the number of groups increases with the sample size."
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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