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st: RE vs Pooled OLS - On the Breusch-Pagan LM test


From   Mari Mari <mari4i@yahoo.com>
To   statalist@hsphsun2.harvard.edu
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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