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st: hausman / suest tests for xtregar


From   "Lavie, Dovev" <lavie@wharton.upenn.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: hausman / suest tests for xtregar
Date   Sun, 23 May 2004 15:13:14 -0400

Hi,

 

I am interested in comparing fixed effects and random effects models in xtregar.

My model fails to meet the asymptotic assumptions of the Hausman test, and I cannot use suest since the score option is not available in xtregar.

Does anyone know how to overcome this limitation or can offer alternative tests for deciding whether to use random or fixed effect models?

 

Thanks,

 

Dovev

 

__________________________________________________
Dovev Lavie

Management Department
3000 Steinberg Hall-Dietrich Hall
The
Wharton School
University of Pennsylvania
3620 Locust Walk
Philadelphia, PA 19104-6370
 

 




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