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st: Re: statalist-digest V4 #4922


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: statalist-digest V4 #4922
Date   Mon, 24 Jun 2013 13:10:14 +0000

<>
On Jun 24, 2013, at 8:33 AM, Johgho wrote:

> 
> 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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