Dear All, Does anyone know the relationship among the following commands? I mean how can we adjust the regressions so that they provide the same "constants", and "fixed effect estimates".
Code:
webuse grunfeld, clear
xtset company year
// 1
xtreg invest mvalue kstock, fe
// 2 (install reghdfe)
reghdfe invest mvalue kstock, a(company)
// 3
areg invest mvalue kstock, a(company)
// 4
reg invest mvalue kstock i.company