this is prove if all u_i are iid distributed...take a look at Introductory
Econometrics: A Modern Approach, 2e ed, by Jeffrey Wooldridge.
Mensaje citado por "Martinez San Roman, Valeriano"
<[email protected]>:
> Hello everyone!!!
>
> I have a beginer�s question. When you run a fixed effects estimation on panel
> data, What is the null and the altenative hypothesis for the F test that all
> u_i=0? I mean the F test that appear at the bottom of the results.
>
> Thank you very much.
>
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