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st: Random effect estimation


From   "Dawit Lidia" <[email protected]>
To   [email protected]
Subject   st: Random effect estimation
Date   Sat, 25 Dec 2004 19:24:59 +0000

Hi ALL,
I say Merry Christmas for those who celebrate Christmas.

I have two questions as usual.

1) Can we use random effect estimation when the some of the coefficients of the between and fixed effects estimators differ (xtreg, be and xtreg, fe)?

2) If hausman specification test rejected the fixed effects model, does this mean that all regressors in the model are not correlated with unobserved effects? Or is there a possibility for one or two regressor to be correlated even if hausman test favour random effect.

Thanks
menale

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