Hello,
I am estimating the same FE model twice: once with xtreg fe and once with reg including dummy variables. For both cases I ask for robust standard errors. Although the coefficients are the same as they should be the standard errors are different. Why?
This is the sample code:
xtreg y x1 x2 x3 if sample==1 [aw=weight], fe robust
reg y x1 x2 x3 i.countryid if sample==1 [aw=weight], robust
Thank you,
Em
I am estimating the same FE model twice: once with xtreg fe and once with reg including dummy variables. For both cases I ask for robust standard errors. Although the coefficients are the same as they should be the standard errors are different. Why?
This is the sample code:
xtreg y x1 x2 x3 if sample==1 [aw=weight], fe robust
reg y x1 x2 x3 i.countryid if sample==1 [aw=weight], robust
Thank you,
Em
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