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st: RE vs Pooled OLS - On the Breusch-Pagan LM test
From
Mari Mari <[email protected]>
To
[email protected]
Subject
st: RE vs Pooled OLS - On the Breusch-Pagan LM test
Date
Mon, 25 Jul 2011 17:14:17 +0100 (BST)
Dear Statalisters:
I am trying to test for random effects through the Breusch-Pagan Lagrange
multiplier test. Instead of displaying a chi2(1) test statistic, my results are
showing a chibar2(01) with related P-value, which suggests random effect should
be preferred to pooled OLS.
I wonder nonetheless if the results of the RE estimation are reliable, given the
different test statistic displayed.
Thanks for any feedback!
Best regards,
Maria
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