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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: areg vs xtreg with robust option |
Date | Thu, 5 Apr 2012 10:59:52 +0100 |
'Some people think on a stata forum that it could be due to an error with the "areg" estimation in newer versions.' Come on, Alexis: this is just a report of gossip. This is a technical list. Who says this where? What evidence? What logic? Suppose you have panel data. Then increasing the number of observations can mean at two extremes, (a) keeping the number of panels the same, but with more observations in each (b) increasing the number of panels with the same number of observations in each. As said (a) and (b) are extremes. See also e.g. http://www.stata.com/support/faqs/stat/xtr2.html Nick On Thu, Apr 5, 2012 at 10:43 AM, Alexis Guyot <alexis.guyot@euromed-management.com> wrote: > 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 > > > > > > -- > View this message in context: http://statalist.1588530.n2.nabble.com/areg-vs-xtreg-with-robust-option-tp7439279p7439279.html > Sent from the Statalist mailing list archive at Nabble.com. > * > * 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/ * * 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/