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st: Does xtoverid need "vce(robust)" option?
From
Jongho Park <[email protected]>
To
[email protected]
Subject
st: Does xtoverid need "vce(robust)" option?
Date
Sun, 23 Jun 2013 22:31:08 -0700 (PDT)
I'm trying to do a robust Hausman test for heterogeneity and serial
correlation.
I wonder whether I have to add "vce(robust)" option to xtreg command.
Which one is correct for Grunfeld data?
1)
xtreg inv value capital, fe
xtreg inv value capital, re
xtoverid
2)
xtreg inv value capital, fe vce(robust)
xtreg inv value capital, re vce(robust)
xtoverid
The results are different each other.
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