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Re: st: confusion
Stuart Buck <firstname.lastname@example.org>
Re: st: confusion
Sun, 5 May 2013 19:24:33 -0500
The Hausman test does not tell you to use fixed vs. random effects.
Instead, if a Hausman test shows significant differences between the
models, it's simply telling you that there are between effects that
need to be accounted for via a mean group variable. See Bafumi/Gelman,
and especially Bell/Jones,
http://polmeth.wustl.edu/media/Paper/FixedversusRandom_1_2.pdf . If
you include the relevant group means, the fixed effects and random
effects estimates for all the other variables will be identical.
On Sat, May 4, 2013 at 10:25 AM, montaha <email@example.com> wrote:
> hello everybody,
> i need your help guys
> i had to test for fixed and random effects using STATA.
> I got the following tables which shows that
> In "fixed effects" output the signs of the coefficient are totally different
> from anticipated signs in theory, additionally some of them are
> But in Random effect output the signs are true and they are significant.
> when i did Hausman test.. the prob>chi2 was 0.000 which indicates that i
> shall use Fixed effect
> but as i have mentioned the signs are not as expected and they are not
> the output
> thank u i advance
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