Hi,
I've got a question about pooled OLS versus fixed effects. I run a
fixed effects regression and got an F test that all u_i=0: F(9,
137) = 6.92 Prob > F = 0.0000 , does this mean that I should
run a fixed effect or random effect regression instead (or do I have
some more serious problem then)?
Beside, I've 14 parameters with 10 observations, is this enough to run
random effect model?
Moreover, how can I then test for autocorrelation and heteroskedastic
in the pooled OLS model ,fixed effect model and random effect model? I
try to search for the command but not found.
Thanks
A. Sura.
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