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Re: st: Test for Pooled OLS against Fixed effect model


From   "Keynes M. Smith" <[email protected]>
To   [email protected]
Subject   Re: st: Test for Pooled OLS against Fixed effect model
Date   Thu, 19 Apr 2007 15:19:26 +0100

Thanks.

May I ask you about unbalanced panel data?

If I want to do unbalanced panel data, which value I have to put in
instead of empty cell?

Best,

A. Sura

On 4/19/07, Johan Hellstrom <[email protected]> wrote:
Yes, that is the same thing. The result from the F-test that you provided
shows that this is not the case, so a fixed effects model is preferred over
a pooled OLS.

Best,
Johan Hellstromo

>Hi,
>
>Thanks for your reply.
>
>I've read the econometric book and it state that the null hypothesis
>for testing the group
>
>effect is all dummy parameters except one are zero. While the F-test
>that state on Stata
>
>result is that all u_i = 0 , so I'm not sure that I can use this
>F-test to check for group effect
>
>Best,
>
>A. Sura

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