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st: testing for existence of individual effects in logit model in panel data


From   Alejandro Delafuente <alejandro.delafuente@st-antonys.oxford.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing for existence of individual effects in logit model in panel data
Date   Thu, 26 May 2005 17:00:24 +0100 (BST)

Dear statalisters, I am trying to test for the existence of individual effects 
in a binary choice model in panel data using a Hausman test. I just want to 
make sure that the commmands employed are the correct ones, especially the one 
that would correspond to a Standard Maximum Likelihood Estimate for Logit in 
panel data (third line below). 

xtlogit P(y=1)= c + bXit + ui + eit, fe
est store fixed
xt logit P(y=1)= c + bXit + ui + eit
est store random
hausman fixed random

Any help would be very appreciated. Thanks!

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