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st: RE: Hausman Taylor Test to check for REv/s FE


From   "Unnati Rani Saha" <U.R.Saha@uvt.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Hausman Taylor Test to check for REv/s FE
Date   Fri, 30 Nov 2007 11:38:38 +0100

I have enrolled in stata list. I am receiving a number of emails everyday.
But surprisingly it is true that several times I sent some problem to get
help from the stata lister but no response.

I cannot guess the reason. Again I am sending please if any of you can help
me I'wd grateful.

I am sending the problem again for your help.

Thanks,
Unnati

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Seema Bhatia
Sent: woensdag 28 november 2007 16:16
To: statalist@hsphsun2.harvard.edu
Subject: st: Hausman Taylor Test to check for REv/s FE

Hello there

I have a question about the HT test for the use of of FEv/sRE

What would happen if while testing for the more efficient estimator, I 
specified Re as robust? Therefore instead of

xtreg depvar indepvar 1........................indepvarn, re

I specify

xtreg depvar indepvar 1........................indepvarn, re robust?

I did this just as a test out of curiosity (without considering the full 
implications of this) and I find that the differenc in the two commands 
changes the  Prob>chi2 dramnatically so that in the former case FE is 
appropriate and in the latter RE is appropriate

Any guidance on this would be useful.

Many thanks

Seema


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