Dear All,
I'm trying to do a Hausman test for fixed effects vs random effects and both
regressions are estimated without a constant. For the fixed effects
regression, I used "reg" and added the fixed effect manually and for the
random effects regression, I used "xtreg ..., mle nocons".
I tried to perform the Hausman test by typing
hausman fixed random, eq(1:2)
but got the error message "no common coefficients names (eq:coef), nothing
to test".
Is that because I have added the fixed effects manually? And if yes, how can
I then estimate the fixed effects regression without a constant ("nocons"
doesn't work)?
Thanks,
Cordula
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