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Re: st: Hausman test, panel data, fixed- and random-effects


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test, panel data, fixed- and random-effects
Date   Sat, 01 Sep 2007 12:07:00 +0200

Scale your data by a factor of 1 million. And/or try -xtoverid- (from ssc)

Nicola

At 02.33 31/08/2007 -0400, "Laura Flamand" wrote:
>Dear all,
>
>I am estimating panel data models to study the effects of the policies
>of air pollution (ifga, presprop) over the concentration of two
>important pollutants (sulfur dioxide, so2, and nitrogen dioxide, no2)
>in four Mexican cities in a period of more than ten years (note that
>the panels are unbalanced), that is T>N.
>
>I have reason to believe that some omitted variables may be constant
>over time but vary between cases, and others may be fixed between
>cases but vary over time, so I decided to use a panel data model with
>random effects, most likely I would end up using a pcse specification,
>due to the heteroskedasticity present in the data. However, I have had
>problems when performing the Hausman test to decide between a
>fixed-effects specification and a random-effects specification, the
>output appears below (I have include both the fixed-effects,
>random-effects, and the Hausman tests). Is part of the problem that I
>have too few observations? As always, any suggestions would be very
>much appreciated.
>
>Laura 
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