Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re:


From   Christopher Baum <[email protected]>
To   [email protected]
Subject   st: re:
Date   Fri, 17 Apr 2009 13:17:25 -0400

<>
Joachim said

regress var L.var yr*
estimates store OLS, title(The OLS estimator)
xtreg var L.var yr*, fe
estimates store WG, title(The Within Group estimator)
suest WG OLS

It makes no sense to try to do a Hausman test in this context. The OLS estimator is nested within the FE (within group) estimator, so a standard Wald F test of the hypothesis that all u_i = 0 is the test for validity of OLS versus FE. That test is automatically performed by xtreg, fe.


Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index