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re: re: RE: st: areg Vs fe
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: re: RE: st: areg Vs fe
Date
Tue, 13 Mar 2012 09:30:34 -0400
<>
Richard replied
>The three sets of point and interval estimates are identical, as
>they are estimating exactly the same model.
Aren't the standard errors supposed to be slightly different? Would
they be if there were a lot more companies?
Yes, iff you specify the cluster-robust VCE (and xtreg, fe robust implies cluster).