Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Sami Alameen <samialameen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: pooled regression vs fixed effects |
| Date | Tue, 7 Feb 2012 20:42:52 +0200 |
I wonder shouldn't -areg- and -xtreg- give the same results: use grunfeld areg invest kstock mvalue, absorb(company) xtreg invest kstock mvalue, fe or with time dummies xi: areg invest kstock mvalue i.year, absorb(company) xi: xtreg invest kstock mvalue i.year, fe I could be wrong, but what I remember from and old FAQ that the two commands only differ in R2 calculation. * * 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/