# Command for First Differences

#### panchodt

##### New Member
Hello,
I have panel data corresponding to 8 years and a number of variables involving a model. What commands do I use to show that Fixed Effects gives the same results as First Differences, when this last estimation is done applying GLS? I obtained the fixed effects part by using the command xtreg dep.variable ind.variables (there are 16), fe. Is there a command where I can create all the differentiated variables I need (the FDs) and then estimate them through GLS, to obtain the same results as with FE? I don't mean one specific command, but any method of getting there.

Sorry for my English, I'm not a native speaker. If it clarifies, I''ll write the question in my native language:

Usando el estimador de diferencias finitas de primer
orden (es decir, aplicando la transformación de diferencias finitas de
primer orden y luego estimando por MCG), quiero demostrar que obtengo las mismas estimaciones que usando efectos fijos. ¿Hay algún comando para ello?