Re: [R] Fixed effect model: different estimation approaches with R return different results

Thank you Bert, I see your point. The problem is that I am not sure if this is a statistical issue - i.e., there is something wrong with my procedure - or, in a manner of speaking, a software issue: e.g. lm is not expected to return the same estimates for different approaches because of the way in

Re: [R] Fixed effect model: different estimation approaches with R return different results

You could get lucky here, but strictly speaking, this list is about R programming and statistical issues are typically off topic Someone might respond privately, though. Cheers, Bert On Thu, Oct 6, 2022 at 4:24 AM Valerio Leone Sciabolazza < sciabola...@gmail.com> wrote: > Good morning, > I am t

[R] Fixed effect model: different estimation approaches with R return different results

Good morning, I am trying to use R to estimate a fixed effects model (i.e., a panel regression model controlling for unobserved time-invariant heterogeneities across agents) using different estimation approaches (e.g. replicating xtreg from Stata, see e.g. https://www.stata.com/support/faqs/statist