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st: Hausman test (fe vs. re), use robust SE or not?
From
Hobst <[email protected]>
To
[email protected]
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
--
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