[Gretl-users] Re: Panel data fixed effects model differing diagnostic statistics results

I have estimated a fixed effects model for 4 entities 15 observations on each. In one model (Model 2), the dependent variable has been subject to a prior logistic transform. In model 4, I used the Panel logistic regression fixed effect model in which the dependent variable is transformed within the estimation process. Both re-assuringly produce the same coefficient estimates. However the diagnostics on the test of common intercepts are different. In model 4 there is a significant difference at the 7% level, in model 2 it is clearly non-significant. Why might these conflicting results arise.?

Test for differing group intercepts -   Null hypothesis: The groups have a common intercept   Test statistic: F(3, 55) = 1.76308   with p-value = P(F(3, 55) > 1.76308) = 0.164948 ...

Robust test for differing group intercepts -   Null hypothesis: The groups have a common intercept   Test statistic: Welch F(3, 28.2) = 2.51034   with p-value = P(F(3, 28.2) > 2.51034) = 0.0789321