All of the following coefficients/statistics will be the same across the dummy variable and within estimator approaches for estimating a fixed effects model except:
A) coefficient on treatment variable.
B) coefficient on time trend.
C) coefficient on additional control variables.
D) R-squared

Question

Quizplus · Accepted Answer

In both approaches, the coefficients on the treatment variable, time trend, and additional control variables will be the same. However, the R-squared may differ between the two approaches due to differences in the assumptions made about the error term.

All of the Following Coefficients/statistics Will Be the Same Across