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May 28, 2012 at 14:46 comment added Nicolas @Charlie and Cyrus: thanks to both for your answer. Thanks also for your suggestion Cyrus - setting the variance of $x_{it}$ to be the same for each $i$ does the trick and yields OLS and FE estimates that are exactly the same.
May 28, 2012 at 14:44 vote accept Nicolas
May 28, 2012 at 14:44 vote accept Nicolas
May 28, 2012 at 14:44
May 28, 2012 at 14:42 vote accept Nicolas
May 28, 2012 at 14:42
Apr 12, 2012 at 6:13 history answered Cyrus S CC BY-SA 3.0