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

st: need information


From   "hanaa mounjib" <hanaa.mounjib@hec.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: need information
Date   Fri, 4 Mar 2005 10:14:19 -0500 (EST)

Hello

Iwould be greatfull if someone helps me with the following problem:

I'm running a  hausman test to choose between a random effects and fixede
ffects . My sample incluse 141000 observation . I read tht hausman test is
invalid if there is any hetero and serielle correlation . So   i used areg
robust to get a robust standard errors for fixed effect .After that i used
 Xtrge pa robust (which is equivalent to Xtgee ) to get a robust standard
errors for random effects. Finally i run a hausman test and it gives me
chi 2 = 1 .could xtgee be a substitute for  a random effect when we want
to get a robust standard errors  ? Note that xtreg re does not support
robust option .

 is my procedure correct?
  1) areg , robust
  2) estimates store fixe
 3) Xtgee ( or xtreg,pa robus
 4) Hausman

Thanks for help
Hanaa

MSc Finance
*
*   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