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st: Re: xthaus


From   "RonDorsey" <ron@dorsey21.fsnet.co.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xthaus
Date   Sat, 31 Aug 2002 21:59:47 +0100

Dear All

I have run the hausman test and this rejected random effects in favour of
fixed effects.  However, my panel of data is suitable for xtgls regression
and I have tried this out [with a preferred version using p(h) and c(p)].
My questions are as follows:-

1.    Does the Hausman test referred to above rule out xtgls?

2.    If not, can I effectively compare model performance between xtreg FE
and xtgls i.e. how do I distinguish between Rsquared of 0.06 (FE) and log
likelihood of -2984.167 (xtgls)?

Many thanks in advance.

Ron Dorsey


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