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From   shels <[email protected]>
To   [email protected]
Subject   st: ON -XTHAUMAN-
Date   Wed, 2 Mar 2005 12:22:44 +0000 (GMT)

to listers:

i am trying to apply -xthausman- to test for the
random effects assumption but everytime i do that this
error comes up:

Estimate of sigma_u = 0, random-effects estimator has
degenerated to pooled
OLS and the Wald test from xthausman may not be
appropriate.  See [R] hausman
for a more general implementation of the Hausman test.

i think it has something to do with the fact that
sigma_u = 0 when i apply the -xtreg, re- to my model?
what does sigma_u = 0 means anyway? and what do you
suggest i should do instead if hausman test wouldnt
run? how would i know which among fixed and random
effects is better to use?

any help would be greatly appreciated!
thank you v.much!


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