eststo command giving different p-values

[Daipayan Dhar]

I am getting different p values for the same coefficients when I am running a regression with eststo and when I am simply using xtreg. My commands are given below.

eststo: xtreg y x, fe cluster(d)

xtreg y x, fe cluster(d)

Are these two commands supposed to give different p values?

[Andrew Musau]

eststo is part of estout from SSC. All it does is store estimates, so your question, as currently posed, doesn't make much sense. You must be outputting the estimates somehow. Please show us the exact commands you ran and the exact output from Stata. Post these within CODE delimiters. See FAQ Advice #12 for more details.