Hi,
Using a Hausman test, I would like to decide whether I should take a fixed
effect or a random effect model. Correcting for hereroskedasticity (I take fe
robust and re robust) implies that the Hausman test fails to meet the asymptotic
conditions. So I get the following message:
model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
Consequently, I try to use suest, but I get the following message:
unable to generate scores for model fixed
suest requires that predict allow the score option
r(322);
Could anybody tell me how to decide on a FE or a RE model in this case? This
happens only after I correct for heteroskedasticity.
Any hint would be very appreciated!!
Thank you,
Aurora
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