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I have worked it out! Thanks.

I have estimated a pool model (essentially price with a demand proxy and supply for 61 locations). I have done it with no fixed effects, with time FE, with cross section FE and with both. The coefficients for the no FE and time FE have a cross section correction of -0.9995. For the other two models,...

I have estimated a model using a pool (a cross section of cities) with OLS. To check it, I had used the options for no fixed effects and all coefficients varying in cross section. I expected that would produce a set of individual cross section (city) models which would be the same as if I had estima...