Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: pooled regression vs fixed panel regression


From   "Levy Lee" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: pooled regression vs fixed panel regression
Date   Fri, 8 Oct 2004 20:45:00 +0800

thanks a lot

i have tried xttest2, but it does not work, i will try xttest0 later, thanks
again


Levy Lee

----- Original Message ----- 
From: "M Quagliariello" <mq102@york.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, October 08, 2004 7:47 PM
Subject: RE: st: pooled regression vs fixed panel regression


> 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
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index