Hello there,
I have a question, I am currently working on a regression within a Panel Dataset wich is set like this: xtset gvkey appyear.
The regression i want to do should be with the xtpoisson, I often heard that one has to cluster the standard errors through the notion: fe vce(robust), at the end of the regression.
My regression without the clustered SE looks like that:
But if I use the vce(robust) everything turns insignificant (P>z goes through the roof, Coefficient turn negative and vice versa etc.)
Do you have any tipps, do I even need the Robust function, do I need to use it differently? Help would be appreciated :D
Thank you very much!
I have a question, I am currently working on a regression within a Panel Dataset wich is set like this: xtset gvkey appyear.
The regression i want to do should be with the xtpoisson, I often heard that one has to cluster the standard errors through the notion: fe vce(robust), at the end of the regression.
My regression without the clustered SE looks like that:
But if I use the vce(robust) everything turns insignificant (P>z goes through the roof, Coefficient turn negative and vice versa etc.)
Do you have any tipps, do I even need the Robust function, do I need to use it differently? Help would be appreciated :D
Thank you very much!
