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st: Xtreg, fe specification tests

From   "Joao Pedro W. de Azevedo" <>
To   <>
Subject   st: Xtreg, fe specification tests
Date   Mon, 22 Mar 2004 21:48:27 -0000

Dear all,

I'm estimating an unbalanced fixed effect model, and I would like to know
how I could use Stata to test the restriction implied by the fixed effect
model derived by Chamberlain (1984) and check whether a Hausman and Taylor
(1981) specification might be a viable alternative.

Many thanks,

Chamberlain (1984). Panel Data. Handbook of Econometrics Volume 2, Chapter

Hausman and Taylor (1981). Panel data and unobservable individual effects,
Econometrica 49, 1377-1398.

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