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st: Re: Pooled vs. RE


From   Jesper Kühl <jesper.kuhl@economics.oxford.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Pooled vs. RE
Date   Mon, 26 May 2003 09:57:14 +0200

Rosa Maria,
to your second question; the hausman is based on the difference between the
coefficients of the RE and the FE model to test the H0: E(unobserved|
expl.vars)=0 . So in principle your test result indicates that you cannot
reject the H0 and thus the RE.
Jesper

----- Original Message -----
From: <100028353@alumnos.uc3m.es>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, May 26, 2003 10:30 AM
Subject: st: Pooled vs. RE


> Dear all,
> I am trying to compare pooled, random effects and fixed effects models.
> I would like to know what test to use to test the specification between
> OLS and random effects.
> I also would like to know why in a Hausman test I get a statistic value
> 0 with probability 1, is this possible? what is the interpretation?
>
> Thank you in advance,
> Rosa Maria Martin.
>
>
>
>
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