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| From | Hobst <tobias.friedli@access.uzh.ch> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Hausman test (fe vs. re), use robust SE or not? |
| Date | Tue, 17 Aug 2010 05:12:48 -0700 (PDT) |
Hello I want to decide between using the fixed effects or the ramdom-effects model. I did a hausman test xtreg y x1 x2 x3, fe estimates store FE xtreg y x1 x2 x3, re estimates store RE hausman FE RE i get p =0.000, so i should use FE model. But if add the vce(robust) option to the two xtreg lines above and test it again i get p=0.91 So my question: Do i need to use the vce(robust) option for the hausman test or not? Thank you very much for your help! Regards -- View this message in context: http://statalist.1588530.n2.nabble.com/Hausman-test-fe-vs-re-use-robust-SE-or-not-tp5431784p5431784.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/