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st: hausman test
From
Sarah Hofmann <[email protected]>
To
STATA Forum <[email protected]>
Subject
st: hausman test
Date
Tue, 29 Mar 2011 16:33:47 +0200
Dear Stata Users,
I have the following question concerning the hausman test comparin random effects and fixed effects:
I would like to carry out the hausman test but I have detected both serial correlation and heterskedasticity in the error terms. Therefore the test statistics of the normal hausman test should be invalid.
Is there any possibility to deal with this problem?
Or can I carry out an alternative test?
Thank you for your help!
Sarah
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