thanks so much for your reply.
do you mean the commands should be write in this way:
xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==2, fe
robust
estimates store model104
xtreg ldiv1 lgov1 lfc size lsale llev lbeta2 lroe if country==2, re
robust
hausman model104
i tried but it doesn't work , it saied :
option robust not allowed
i don't know what to do?
duha
>>> [email protected] 21/02/2006 09:02 >>>
Duha Al-Kuwari wrote:
I'm a new user of STATA. I need a help...I don't know what is the command
of random effects with robust test ,as well as hausman test based on
robust fixed and random effects results. Would anyone please help me and
tell me how to write such commands.
--------------------------------------------------------------------------------
Wouldn't they be -xtreg- and -hausman-?
Joseph Coveney
xtreg <varlist>, i(<panelid>) fe robust
estimates store Fixed
xtreg <varlist>, i(<panelid>) re robust
estimates store Random
hausman Fixed Random
exit
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