If you look at roger koenker web page, he includes the code to do that.
-----Original Message-----
From: John A Karikari [mailto:[email protected]]
Sent: Thursday, October 03, 2002 8:30 AM
To: [email protected]
Subject: st: Hauman-Taylor Random Effects Test
Please, does anyone know how to perform the Hausman-Taylor (1981) random
effects test using STATA? Thanks.
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*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/