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st: inclusion of dummy variables in hausman test
From
Marco Buur <[email protected]>
To
[email protected]
Subject
st: inclusion of dummy variables in hausman test
Date
Wed, 14 Oct 2009 15:23:44 +0200
Should I inlcude dummy variables Year*( Year1995-Year2003) in the
hausman test procedures for re or fe estimator?
xtreg A B C Year*, fe
est store fixed
xtreg A B C Year*, re
hausman fixed
Thank you in advance
Marco
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