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st: Hausman test after xtivreg2


From   Christina M Gibson-Davis <[email protected]>
To   [email protected]
Subject   st: Hausman test after xtivreg2
Date   Tue, 23 May 2006 19:12:13 -0400

Hi,
I am using xtivreg2 to do a weighted fixed effects estimation (no IV). I would like to run a Hausman test to see if a random effects model would be more efficient. However, I do not think xtivreg2 supports random effect models, and I cannot use regularly xtreg b/c of the data weights. Are there any suggestions as to how I might accomplish this, or any other equivalent tests I could run?

Thank you,
Christina

___________________________________________

Christina Gibson-Davis
Assistant Professor of Public Policy
Center for Child and Family Policy
Terry Sanford Institute
Duke University
Box 90245
Durham NC 27708
[email protected]
(919) 613-7364

It is only possible to live happily ever after
on a day-to-day basis.
-- Margaret Bonnano

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