st: areg vs xtreg with robust option

[Alexis Guyot <alexis.guyot@euromed-management.com>]

Dear statalisters,

I wonder why areg and xtreg do not give the same standard errors with the
robust option with version 10 and higher.

It seems that areg uses a different degrees of freedom adjustment.

Some people think on a stata forum that it could be due to an error with the
"areg" estimation in newer versions.
On the other hand, stata help for areg command says that :
"areg is designed for datasets with many groups, but not a number of groups
that increases with the sample size.  See thextreg, fe command in [XT] xtreg
for an estimator that handles the case in which the number of groups
increases with the sample size."
Does anyone understand this?
Many thanks

Regards

Alexis





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