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st: Question about random effects mode


From   xingtao <[email protected]>
To   [email protected]
Subject   st: Question about random effects mode
Date   Tue, 20 Dec 2005 20:02:53 +0000

Dear Sir or Madam,

I saw the answers about panel data on stata website. I have one question
about the random effects model.

I am using two step panel data model ( xtivreg ), however, fixed effect
model will drop some time invariant variables in first stage. therefore I
only can choose random effect model. The RE model has an assumption that:
the random effects are uncorrelated with regressors. How can I test this
assumption except hausman test? If the hausman test reject the hypothesis,
does that mean the random effects is correlated with regressors?

Thanks your reply.

Tao
University of Bath
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