thanks a lot
i have tried xttest2, but it does not work, i will try xttest0 later, thanks
again
Levy Lee
----- Original Message -----
From: "M Quagliariello" <[email protected]>
To: <[email protected]>
Sent: Friday, October 08, 2004 7:47 PM
Subject: RE: st: pooled regression vs fixed panel regression
> I think you can use the Breusch-Pagan Lagrange multiplier to test for the
> pooled regression(Ho: pooled regression against Ha: RE). Then you can use
> the Hausman test for random effects (Ho: RE against Ha: FE).
> Commands should be:
> -xttest0-
> -hausman-
>
> Hope this can help,
>
> Mario
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
