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st: Re: Hausman Taylor


From   "Rodrigo A. Alfaro" <raalfaroa@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Hausman Taylor
Date   Wed, 14 Feb 2007 16:08:03 -0500

HT uses random effects. You could try running the
predicted FE against the time-invariant variables.
R.

----- Original Message ----- From: "lamia chourou" <lamiachourou1@yahoo.fr>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, February 14, 2007 3:31 PM
Subject: st: Hausman Taylor



Dear statlist users,
I have a panel data model that includes time invariant
variables (dummy variables controlling firm industry).
The Hausman test suggests using the fixed effect
model. As this model cannot estime time invariant
variables, I tried to use Hausman Taylor model however
all my time invariant variables are exogenous. I would
like to know wich model is suitable in this case?

Thank you






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