Hello!

If i run a regression with the xtreg command on panel data using different models such as fixed effects (fe), random effects (re) or robust standard errors (robust), how do they affect my regression outputs?
E.g. Can I assume constant intercepts, coeffiencients and standard errors as in an ordinary regression?

I am struggling with the statistical interpretation of these commands and i am afraid to loose infromationen from my data set when applying these commands.

As I am new to this forum, I am not sure if this is an adequate question or if it should be more technical.

Thank you and kind regards

Thomas Kean