Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Robust Hausman test using xtoverid


From   "Abdalla, Ahmed" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Robust Hausman test using xtoverid
Date   Wed, 29 Jan 2014 18:49:31 +0000

Dear statalist
I am comparing between a Hausman test and a robust Husman type test (Wooldridge 2002)



***For Hausman test, I run:

 xtreg ceb wtr, fe
estimates store fixed

xtreg ceb wtr, re
estimates store random

hausman fixed random  //since I get Prob>chi2 =0.0000 (i.e.significant p values , <0.05), I use the fixed effect model.

***For Robust Hausman test, I run:
xtreg ceb wtr, re cluster(firmid)
xtoverid  // since since I get Prob>chi2 =0.0000 (i.e.significant p values , <0.05), I use the fixed effect model.


Do I apply the xtoverid correctly here? 
Do I have to cluster by firm if I use this robust Hausman type test ? Can I run the xtoverid without clustering as well ?

Thanks
     
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index