From | M Quagliariello <[email protected]> |
To | <[email protected]> |
Subject | RE: st: pooled regression vs fixed panel regression |
Date | Fri, 8 Oct 2004 12:47:59 +0100 |
I think you can use the Breusch-Pagan Lagrange multiplier to test for the pooled regression(Ho: pooled regression against Ha: RE). Then you can use the Hausman test for random effects (Ho: RE against Ha: FE). Commands should be: -xttest0- -hausman- Hope this can help, Mario * * 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/
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