Jorge,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Jorge Rivera
> Sent: Tuesday, August 21, 2007 3:36 PM
> To: [email protected]
> Subject: st: hausman test random effects vs fixed effects on
> panel data
>
> Hello, my name is Jorge I am a Masters student at Louisiana
> State University. I am right now finishing my thesis, and had
> a little question. I am working with panel data and I am
> using both Fixed Effects Model and randome Effects. In my
> regression I have some variables that are constant over time
> so I used Hausman's test to verify if random effect would be
> a better model to use. I am not really sure if it is ok to
> run hausman's test using robust estimators. A Ph.D student in
> my department advise me to use sigmamore,the proble is that
> it will not run with robust estimator. Is it ok for me to go
> with the resultfrom hausman with robust estimators I thank
> you beforehand for your time.
You should download and use xtoverid; it will do a robust Hausman-like
test after random effects estimation. From within Stata,
findit xtoverid
and follow the links to install.
Cheers,
Mark
> Kind Regards,
>
> Jorge
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