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st: Hausman and robustification?


From   Aurora Mordonu <Aurora.Mordonu@UGent.be>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman and robustification?
Date   Thu, 20 Oct 2005 10:37:30 +0200

Hi,



Using a Hausman test, I would like to decide whether I should take a fixed
effect or a random effect model. Correcting for hereroskedasticity (I take fe
robust and re robust) implies that the Hausman test fails to meet the asymptotic
conditions. So I get the following message:

model fitted on these

                                        data fails to meet the asymptotic

                                        assumptions of the Hausman test;

                                        see suest for a generalized test







Consequently, I try to use suest, but I get the following message:

unable to generate scores for model fixed

suest requires that predict allow the score option

r(322);

Could anybody tell me how to decide on a FE or a RE model in this case? This
happens only after I correct for heteroskedasticity.

Any hint would be very appreciated!!



Thank you,

Aurora

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