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st: Hausman test


From   Ricardo Ovaldia <[email protected]>
To   [email protected]
Subject   st: Hausman test
Date   Tue, 3 Jan 2012 06:52:15 -0800 (PST)

Hello,

I have a data set consisting of various laboratory measurements, characteristics (sex, age) and dietary data on related individuals from several families. 
I am interested in modeling cholesterol and because of the correlation within families I used -xtreg, re- (GLS) regression. However when use a Hausman test to compare the fitted model with a -xtreg, fe - model, I get p=0.00024. 

My understanding is that I should not use the random effects model, but should be using the fixed effect. What is the implication if I ignore the Hausman test and report results from the random efects model?

Thank you,
Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK
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