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Re: st: Question about using the Hausman test after XTREG, FE and XTREG, RE


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question about using the Hausman test after XTREG, FE and XTREG, RE
Date   Sat, 25 Sep 2004 17:02:33 -0400

oh yes, the worst case I had was when there was a circular rejection
of hypotheses: -xttest0- was showing that the OLS and GLS are
significantly different; -xthausman- was telling me that RE should be
rejected in favor of FE, and -xtreg, fe- was telling me that
sigma_u=0. So yes, this happens.

-- 
Stas Kolenikov
http://stas.kolenikov.name
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