I estimated pooled OLS, Fixed Effect, and Random Effect Model using Grunfeld's investment data.
The dependent variable is investment, and the independent variables are mvalue and kstock:

Code:
webuse grunfeld, clear
reg invest mvalue kstock
xtreg invest mvalue kstock, fe
xtreg invest mvalue kstock, re
Focusing attention on the regression coefficient estimates of variable "kstock", FE's and RE's are almost same (.3100653 and .308113 ), but pooled OLSE is not (.2306785).
How should I interpret these results ?
The endogeneity between time-invariant individual effect and independent variables are not significantly acceptable from the Hausman test, so this difference is not derived from Omitted Variable Bias.
I think these three estimates should be same because of no OVB...

Code:
. reg invest mvalue kstock

      Source |       SS           df       MS      Number of obs   =       200
-------------+----------------------------------   F(2, 197)       =    426.58
       Model |  7604093.48         2  3802046.74   Prob > F        =    0.0000
    Residual |  1755850.43       197  8912.94636   R-squared       =    0.8124
-------------+----------------------------------   Adj R-squared   =    0.8105
       Total |  9359943.92       199  47034.8941   Root MSE        =    94.408

------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      mvalue |   .1155622   .0058357    19.80   0.000     .1040537    .1270706
      kstock |   .2306785   .0254758     9.05   0.000     .1804382    .2809188
       _cons |  -42.71437   9.511676    -4.49   0.000    -61.47215   -23.95659
------------------------------------------------------------------------------

. 
. xtreg invest mvalue kstock, fe

Fixed-effects (within) regression               Number of obs     =        200
Group variable: company                         Number of groups  =         10

R-sq:                                           Obs per group:
     within  = 0.7668                                         min =         20
     between = 0.8194                                         avg =       20.0
     overall = 0.8060                                         max =         20

                                                F(2,188)          =     309.01
corr(u_i, Xb)  = -0.1517                        Prob > F          =     0.0000

------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      mvalue |   .1101238   .0118567     9.29   0.000     .0867345    .1335131
      kstock |   .3100653   .0173545    17.87   0.000     .2758308    .3442999
       _cons |  -58.74393   12.45369    -4.72   0.000    -83.31086     -34.177
-------------+----------------------------------------------------------------
     sigma_u |  85.732501
     sigma_e |  52.767964
         rho |  .72525012   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(9, 188) = 49.18                     Prob > F = 0.0000

. 
. est store fixed

. 
. xtreg invest mvalue kstock, re

Random-effects GLS regression                   Number of obs     =        200
Group variable: company                         Number of groups  =         10

R-sq:                                           Obs per group:
     within  = 0.7668                                         min =         20
     between = 0.8196                                         avg =       20.0
     overall = 0.8061                                         max =         20

                                                Wald chi2(2)      =     657.67
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      mvalue |   .1097811   .0104927    10.46   0.000     .0892159    .1303464
      kstock |    .308113   .0171805    17.93   0.000     .2744399    .3417861
       _cons |  -57.83441   28.89893    -2.00   0.045    -114.4753   -1.193537
-------------+----------------------------------------------------------------
     sigma_u |   84.20095
     sigma_e |  52.767964
         rho |  .71800838   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. 
. hausman fixed

                 ---- Coefficients ----
             |      (b)          (B)            (b-B)     sqrt(diag(V_b-V_B))
             |     fixed          .          Difference          S.E.
-------------+----------------------------------------------------------------
      mvalue |    .1101238     .1097811        .0003427        .0055213
      kstock |    .3100653      .308113        .0019524        .0024516
------------------------------------------------------------------------------
                           b = consistent under Ho and Ha; obtained from xtreg
            B = inconsistent under Ha, efficient under Ho; obtained from xtreg

    Test:  Ho:  difference in coefficients not systematic

                  chi2(2) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =        2.33
                Prob>chi2 =      0.3119

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