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st: incremental F-test for xtreg with Random Effects

From   "Ann Terlaak" <>
To   <>
Subject   st: incremental F-test for xtreg with Random Effects
Date   Mon, 3 Nov 2003 10:23:55 -0600


I am running an xtreg with Random Effects, and would like to perform
something like an incremental F-test to test if models improve

Which of the reported R-squares should I be using for the F-test?
(within, between, overall?). Also, as I am counting the number of
independent variables, am I right to assume that the random effect is
like a fixed effect in the sense that it simply can be counted as one
variable (i.e., a dummy except with random values) per group?

Finally, is there an alternative test that is superior and that I should
be using instead? 


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