Re: st: pooled regression vs fixed panel regression

[Uwe Berberich <uwe@polarmond.de>]

Levy,

remember that you have to have sufficient within-variance in order to 
use fixed effects models. Otherwise, the variables (e.g. binary choice 
variables) concerned are dropped.

uwe

Levy Lee wrote:


> 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" <mq102@york.ac.uk>
> To: <statalist@hsphsun2.harvard.edu>
> 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
> >
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>  
--
Uwe Berberich
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