I am running a regression with many dummy variables as controls. If I run the regression with the reg command the output I obtain is totally different from the one that I obtain if I use areg (rejecting the null hypothesis of coefficient of interest is equal to zero vs. not doing it). I would like to understand what lies behind this two commands that they create such different results. Knowing that I have a model with many dummy variables as controls, should I always take into account the results that "areg" gives me instead of the one that I obtain with "reg"?
Thanks!