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st: Breusch-Pagan test and random effects estimation


From   "Martinez San Roman, Valeriano" <[email protected]>
To   <[email protected]>
Subject   st: Breusch-Pagan test and random effects estimation
Date   Fri, 16 Dec 2005 09:46:54 +0100

Hello all,
 
 
I have other beginer�s question. When you run a random effects estimation on panel data, and you compute the Breusch-Pagan test for random effects.
 
If the statistic acept the null hypothesis that var(vit)=0, Can we conclude that the random effects estimator is better than the fixed effects one?
 
Thank you very much.

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