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st: need information

From   "hanaa mounjib" <[email protected]>
To   [email protected]
Subject   st: need information
Date   Fri, 4 Mar 2005 10:14:19 -0500 (EST)


Iwould be greatfull if someone helps me with the following problem:

I'm running a  hausman test to choose between a random effects and fixede
ffects . My sample incluse 141000 observation . I read tht hausman test is
invalid if there is any hetero and serielle correlation . So   i used areg
robust to get a robust standard errors for fixed effect .After that i used
 Xtrge pa robust (which is equivalent to Xtgee ) to get a robust standard
errors for random effects. Finally i run a hausman test and it gives me
chi 2 = 1 .could xtgee be a substitute for  a random effect when we want
to get a robust standard errors  ? Note that xtreg re does not support
robust option .

 is my procedure correct?
  1) areg , robust
  2) estimates store fixe
 3) Xtgee ( or xtreg,pa robus
 4) Hausman

Thanks for help

MSc Finance
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