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See - help xtreg_postestimation, mark(xttest0) -
HTH
Martin
_______________________
----- Original Message -----
From: "Xu, Haiyong" <[email protected]>
To: <[email protected]>
Sent: Thursday, June 18, 2009 1:01 AM
Subject: st: Breusch-Pagan LM test for Random Effect
Hi there,
Does Stata have Breusch-Pagan LM test to check the relevance of Random
Effect to be incorporated in xtreg & xtlogit model? Here Ho is Var(ai) =
0, i.e. random effects are not needed.
Thanks.
Haiyong
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