Apologies for a long post. Posting here first time, so trying to be as descriptive about my problem as possible.

I'm using Stata 15.1 to run certain regressions of a dependent variable on 12 independent variables, 2 of which are dummies. I have about 13000 observations of about firms and 11 years. The following is a sample of my data:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float id double fyear float depvar double indepvar float(avg_acc bign btm) double ib float(lev ln_mve negearn) double(returns returns_sd) float roa double turnover
 1 2008 .21098053  .5637141535615172  .008471157 1   .3294921      693     .2857335  8.957575 0   -.009528047869725224 .043552877898948815   .09318274  .008361675741150975
 1 2009 .19782035  .5812519272278756    .0576721 1  .29263046      -31     .3815029  9.055287 1    .005355215185532733  .06399085279101045 -.004072517  .010527989189140498
 1 2010   .196463  .5812519272278756 .0035066006 1  .26797697      684    .22586633  9.396472 0   .0068172405747016175  .04030163330312947  .070544556   .01009467148128897
 1 2011 .19716935  .6583745239445751  .027382135 1   .3355041     1012    .21331567   9.46035 0    .002321546803264377 .057455056678877264   .11173678  .012597314028069377
 1 2012 .19436316  .6920832995705375  .007118451 1   .4155719     1153    .20045558 9.4310465 0    .000574310337576796 .048660550088320056   .10943432  .009339219935238362
 1 2013 .18369286  .6920832995705375   .04005241 1   .3133838      724    .25257346  9.733144 0   .0073712712373190485 .028140228933663403    .0677522  .009011035441420972
 1 2014   .180157   .715292459478506   .01911181 1   .2861167      504    .25500876   9.82644 0    .002056485512293875 .028562754063788047    .0465331 .0067959762928076085
 1 2015 .17802577  .7040169133192389  .012033694 1   .3323942      438    .22128627  9.436385 0  .00011126648795017797   .0269186764339904   .05361679  .007689854548778385
 1 2016 .17573275  .7040169133192389   .04242502 1   .3010673      462    .24506536  9.553448 0    .003445337727988282 .030085134101758067   .05921559  .006401633309200406
 1 2017 .17838474   .723684210526316  .024329456 1  .22055374      684     .2137432  9.994423 0    .008917151643030453 .021258123519906528    .0811773  .005766246012412012
 1 2018 .17764647  .6660412757973732   .09027046 1  .22186323      316    .21063107  9.932306 0  -.0002192192306906423  .03571619570176653   .03699801   .00796381507301703
 2 2008 .14732866  .3602941176470588    .0455329 1   .4634591 -273.829     .4979979  6.274389 1    .004488017717552073   .1523623373863852   -.1327424  .031082197126001118
 2 2009 .18914294  .3035714285714285   .00719254 1   .7137276  134.662    .47676665   6.55574 0    .009821480704256548  .11954877456868047    .0589544   .02977910908870399
 2 2010 .18234695                 .4   .05607961 1   .5380657   38.543     .4342996  6.910154 0    .010715832983036168  .10333402652174215  .017685564  .030142837908118964
 3 2014 .14020246  .2490118577075098  .004523543 1  .05402936     2882    .40903795 10.529575 0     .01575231987785978  .04715140656536541   .06584268  .017945348266512156
 3 2015 .11068071 .29090909090909095   .02811112 1   .2130214     7610     .4246824 10.183115 0  -.0028670972365384493 .051643774805462055    .1571827  .016255052791908385
 3 2016 .14916953 .29090909090909095   .07504778 1  .15980203     2676     .4747825  10.07262 0    .003643968411219808  .05328928039386283   .05219019  .015726902717724443
 3 2017 .14504911 .29090909090909095   .05496537 1    .158686     1919     .4876839 10.116204 0    .002807587695525189  .04086280597844709   .03733754  .011680605379864574
 3 2018  .1349146 .21538461538461545  .035011556 1 -.01142647     1412       .56172  9.601722 0  -.0062770233815535904 .058583369794131965   .02330802  .015764765104278922
My problem is that I am running the following two regression commands (which to me are equivalent) and getting different coefficients and standard errors:

Code:
xtset id fyear
xtreg depvar indepvar avg_accruals bign btm ib lev ln_mve negearn returns returns_sd roa turnover, fe vce(robust)

reghdfe depvar indepvar avg_accruals bign btm ib lev ln_mve negearn returns returns_sd roa turnover, absorb(id fyear) vce(robust)
Some of the ways that I have tried to investigate the problem are as below:

The following are the first half of the results that I am getting - is there a reason why the degrees of freedom for F values are different?

xtreg:
Code:
Fixed-effects (within) regression               Number of obs     =     13,398
Group variable: id                              Number of groups  =      1,538

R-sq:                                           Obs per group:
     within  = 0.2122                                         min =          2
     between = 0.0148                                         avg =        8.7
     overall = 0.0273                                         max =         12

                                                F(12,1537)        =      59.05
corr(u_i, Xb)  = -0.2804                        Prob > F          =     0.0000

                                  (Std. Err. adjusted for 1,538 clusters in id)
reghdfe:
Code:
HDFE Linear regression                            Number of obs   =     13,398
Absorbing 2 HDFE groups                           F(  12,  11837) =      32.01
                                                  Prob > F        =     0.0000
                                                  R-squared       =     0.9124
                                                  Adj R-squared   =     0.9008
                                                  Within R-sq.    =     0.0436
                                                  Root MSE        =     0.0167
I also tried running the following xtreg command which I know is incorrect, but just to try:
Code:
xtreg depvar indepvar avg_accruals bign btm ib lev ln_mve negearn returns returns_sd roa turnover i.id i.fyear, fe vce(robust)
this gave me the same coefficients as my reghdfe command, but with different SEs. Is my initial command of
Code:
xtreg depvar indepvar controls, fe vce(robust)
somehow missing estimating the fixed effects??