Jay--
The poster has 500 FE plus 300 dichotomous explanatory variables. I
would guess the assumptions of RE are not satisfied, but -hausman-
might say more.
On Mon, Mar 10, 2008 at 3:48 PM, Verkuilen, Jay <[email protected]> wrote:
> [snip]
>
> >One solution is to test if I need the cluster option using the not yet
> available xtcltest (Mark and Austion, when is this program available?).
> If I do need the cluster option, the next option is to get rid of some
> of the dummy variables.<
>
> Have you considered random effects? 300 fixed effects is A LOT and I
> would suppose you have some kind of "superpopulation" in mind.
>
> Jay
*
* 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/