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st: hausman test random effects vs fixed effects on panel data


From   "Jorge Rivera" <jraulriveralsu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: hausman test random effects vs fixed effects on panel data
Date   Tue, 21 Aug 2007 09:36:18 -0500

Hello, my name is Jorge I am a Masters student at Louisiana
State University. I am right now finishing my thesis, and had a
little question. I am working with panel data and I am using both Fixed Effects
Model and randome Effects. In my regression I have some variables that
are constant over time so I used Hausman's test to verify if random
effect would be a better model to use. I am not really sure if it is
ok to run hausman's
test using robust estimators. A Ph.D student in my department advise
me to use sigmamore,the proble is that it will not run with robust
estimator. Is it ok for me to go with the resultfrom hausman with
robust estimators
I thank you beforehand for your time.

Kind Regards,

Jorge
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