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st: Does xtoverid need "vce(robust)" option?


From   Jongho Park <schrs@scnu.ac.kr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Does xtoverid need "vce(robust)" option?
Date   Sun, 23 Jun 2013 22:31:08 -0700 (PDT)

I'm trying to do a robust Hausman test for heterogeneity and serial
correlation.
I wonder whether I have to add "vce(robust)" option to xtreg command.
Which one is correct for Grunfeld data?

1)
xtreg inv  value capital, fe
xtreg inv  value capital, re
xtoverid

2) 
xtreg inv  value capital, fe  vce(robust)
xtreg inv  value capital, re vce(robust)
xtoverid

The results are different each other.



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