Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 73427

Xtreg and reg

$
0
0
Hi, all.

I have a question that when I tried to do some analysis with an unbalanced individual panel data, I got different estimation for the variables when using reg and xtreg if I include more than one covariate. Using reg is to pool the observations across years.

For example,

I got similar estimation of coefficient "age_greater_than_60" when I do "reg work_or_not age_greater_than_60 i.province, robust cluster(ID)" and "xtreg work_or_not age_greater_than_60, fe i(numeric_id) robust". However, if I further include "age_difference_from_60", then the coefficient for dummy variable "age_greater_than_60" will be different even in their sign in two commands. (both work_or_not and age_greater_than_60 are dummy variables but age_difference_from_60 is a discrete variable)

Could anybody help explain it?

Thanks!

Viewing all articles
Browse latest Browse all 73427

Latest Images

Trending Articles



Latest Images

<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>