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st: unbalanced panel data (tests show dillema of loop between Pooled regresion, FE, and RE


From   Talal <talalesm@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: unbalanced panel data (tests show dillema of loop between Pooled regresion, FE, and RE
Date   Thu, 6 May 2010 08:47:38 -0700 (PDT)

Hi,

I have unbalanced panel data. Using STATA, the null hypothesis of Hausman Test was not rejected (means the random effects model is better than fixed one). 
However, the null hypothesis of Lagrange-multiplier test was not rejected too (means pooled regression is better than random effects).

Shall I use pooled regression based on that


Note: I think LM tests by STATA is for balanced panel, maybe if I can use the modified one by Baltagi and Li (1990). 
 And how to perform the modified one? using software or by hand?

Talal


      

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