Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Hausman Taylor Test to check for REv/s FE


From   "Unnati Rani Saha" <[email protected]>
To   <[email protected]>
Subject   st: RE: Hausman Taylor Test to check for REv/s FE
Date   Fri, 30 Nov 2007 11:38:38 +0100

I have enrolled in stata list. I am receiving a number of emails everyday.
But surprisingly it is true that several times I sent some problem to get
help from the stata lister but no response.

I cannot guess the reason. Again I am sending please if any of you can help
me I'wd grateful.

I am sending the problem again for your help.

Thanks,
Unnati

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Seema Bhatia
Sent: woensdag 28 november 2007 16:16
To: [email protected]
Subject: st: Hausman Taylor Test to check for REv/s FE

Hello there

I have a question about the HT test for the use of of FEv/sRE

What would happen if while testing for the more efficient estimator, I 
specified Re as robust? Therefore instead of

xtreg depvar indepvar 1........................indepvarn, re

I specify

xtreg depvar indepvar 1........................indepvarn, re robust?

I did this just as a test out of curiosity (without considering the full 
implications of this) and I find that the differenc in the two commands 
changes the  Prob>chi2 dramnatically so that in the former case FE is 
appropriate and in the latter RE is appropriate

Any guidance on this would be useful.

Many thanks

Seema


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index