Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Hausman Taylor

From   "Rodrigo A. Alfaro" <>
To   <>
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.

----- Original Message ----- From: "lamia chourou" <>
To: <>
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

Découvrez une nouvelle façon d'obtenir des réponses à toutes vos questions !
Profitez des connaissances, des opinions et des expériences des internautes sur Yahoo! Questions/Réponses
* For searches and help try:
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index