The XMLHttpRequestObject has different properties for different browsers. So if I want to use XMLHttpRequestObject, then do I have to consider writing the properties for all the browsers if my app has to behave the same way across browsers?
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The XMLHttpRequestObject has different properties for different browsers.
Where did you get that notion? The creation of an XHR object differs between IE and other browsers, but the supported methods are identical: XmlHttpRequest
you will never, ever code calls to XHR. Instead you will use a library. The library will either be embedded accessible from a UI component library such as isomorphic, Active Widget or will be a wrapper library such as Prototype as Ben Souther said.