Thanks a lot!
But how about xtlogit? Is it the "Likelihood-ratio test of rho=0" in the output of xtlogit?
Haiyong
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Wednesday, June 17, 2009 4:06 PM
To: [email protected]
Subject: st: Re: Breusch-Pagan LM test for Random Effect
<>
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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