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st: Hausman test for clustered random vs. fixed effects


From   Firew Woldeyes <w.firew@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman test for clustered random vs. fixed effects
Date   Fri, 24 Sep 2010 11:27:14 +0200

Dear Mark,
I am planning to use the hausman-like test from the artifical
regression written by Vince Wiggins on Fri, 26 Aug 2005. The reason is
when I make the test for a subset of coefficients (that is when I
exclude time dummies from the test), random effect model is not
rejected. Is the procedure solely based on Arellano's 1993 paper "On
the testing of correlated effects with panel data"? Is it sufficient
to site only this paper for using the test proposed?
Best,
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