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st: urgent help with unbalanced panel data (tests show delimma of loop between Pooled regresion, FE, and RE
From
Talal <[email protected]>
To
[email protected]
Subject
st: urgent help with unbalanced panel data (tests show delimma of loop between Pooled regresion, FE, and RE
Date
Fri, 7 May 2010 09:38:19 -0700 (PDT)
Hi,
I have unbalanced panel data. Using STATA, the null hypothesis of Hausman Test was not rejected (means the random effects model is better than fixed one).
However, the null hypothesis of Lagrange-multiplier test was not rejected too (means pooled regression is better than random effects).
Shall I use pooled regression based on that
Note: I think LM tests by STATA is for balanced panel, maybe if I can use the modified one by Baltagi and Li (1990).
And how to perform the modified one? using software or by hand?
Talal
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