st: Re: Hausman Taylor

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

HT uses random effects. You could try running the
predicted FE against the time-invariant variables.
R.

----- Original Message ----- 
From: "lamia chourou" <lamiachourou1@yahoo.fr>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, February 14, 2007 3:31 PM
Subject: st: Hausman Taylor



> Dear statlist users,
> I have a panel data model that includes time invariant
> variables (dummy variables controlling firm industry).
> The Hausman test suggests using the fixed effect
> model. As this model cannot estime time invariant
> variables, I tried to use Hausman Taylor model however
> all my time invariant variables are exogenous. I would
> like to know wich model is suitable in this case?
>
> Thank you
>
>
>
>
>
>
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