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RE: st: pooled regression vs fixed panel regression


From   M Quagliariello <mq102@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: pooled regression vs fixed panel regression
Date   Fri, 8 Oct 2004 12:47:59 +0100

I think you can use the Breusch-Pagan Lagrange multiplier to test for the
pooled regression(Ho: pooled regression against Ha: RE). Then you can use
the Hausman test for random effects (Ho: RE against Ha: FE).
Commands should be:
-xttest0- 
-hausman-

Hope this can help,

Mario

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