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st: pretest to choose among fixed, random effects and hausman-taylor
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From |
John Bunge <[email protected]> |
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To |
[email protected] |
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Subject |
st: pretest to choose among fixed, random effects and hausman-taylor |
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Date |
Tue, 20 May 2008 16:33:16 +0200 |
Dear all,
the following refers to Baltagi, Bresson and Pirotte (2003), "Fixed effects, random effects or Hausman�Taylor? A pretest estimator", Economics Letters 79 (3), pp. 361-369
The test proposed in this article, is it implemented in Stata? Where can I find the ado-file?
Or can I just perform it by:
(i) xtreg a b c, fe
(ii) est store f
(iii) xthtaylor a b c, endog(c)
(iv) hausman f
?
In analogy to the hausman test between FE and RE, being able to reject the null would be in favour of employing FE instead of HT?
Thanks in advance...
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