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Re: st: pooled regression vs fixed panel regression


From   Uwe Berberich <uwe@polarmond.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pooled regression vs fixed panel regression
Date   Fri, 08 Oct 2004 19:04:56 +0200

Levy,

remember that you have to have sufficient within-variance in order to use fixed effects models. Otherwise, the variables (e.g. binary choice variables) concerned are dropped.

uwe

Levy Lee wrote:


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

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Uwe Berberich
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