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st: hausman test after xtlogit fixed and random effects?


From   Leiv Marsteintredet <leiv.marsteintredet@isp.uib.no>
To   statalist@hsphsun2.harvard.edu
Subject   st: hausman test after xtlogit fixed and random effects?
Date   Fri, 8 May 2009 16:15:21 -0700

Hi, all.

I am using panel data and my dependent variable is dichtomous. I am relatively new to stata and panel data, and have not found any solution to the following questions:

Is it possible to use Hausman to test for the use of fixed vs. random effects?

I have looked through several sources and find that some use hausman with no caveats, while others (some on statalist) argue that since fixed effects with xtlogit is conditional fixed effects, hausman cannot be used.

If Hausman cannot be used to test the approriateness of a random effects xtlogit vs. fixed effects, are there any other ways to do this for random effects xtlogit? (or any ways of testing the assumptions in xtprobit?)

I'd like to be able to use random effects since some of my groups have all negative outcomes on the dependent variable and fall out using fixed effects.

Thanks,

Leiv



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