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st: Pooled OLS vs FE

From   Cordula Stolberg <[email protected]>
To   [email protected]
Subject   st: Pooled OLS vs FE
Date   Wed, 10 Mar 2004 18:12:10 -0000


I've got a beginner's question about pooled Ols versus fixed effects. If I run a fixed effects regression (and random effects have already been excluded) and get an F test at the end of the output saying that u_i are zero, does that mean that I should run a pooled OLS regression instead (or do I have some more serious problem then)?

Moreover, how can I then test for autocorrelation in the pooled OLS model, as none of the dwstat etc. tests work?

With regard to the problem of downloading ado-files: I tried to do that yesterday and now I have to have Stata re-installed, as I can't run regressions anymore. I'm not entirely sure whether that's due to the downloading, but it might be a possibility reading the previous mails about downloading problems.

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