Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: Hausman test in a dynamic panel model?


From   joales salbdralor <joalessakafiora@googlemail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Hausman test in a dynamic panel model?
Date   Mon, 18 Jun 2012 10:02:20 +0200

Dear all,

I would like to know if the HAusman test can still be used in a
dynanic panel data model.

 When I type
xtreg depen depend_lagged regressors, fe
estimates store fixed
xtreg depen depend_lagged regressors, re
estimates store random
hausman fixed random

the lagged variable drops and I get the message

variable depend_lagged not found


Is there an alternative way to coduct such test?

thanks
*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index