<>
When you come down to it, that is what the Hausman test is doing (-
hausman-). Rejection of the null indicates that RE are not
appropriate, and that will happen if the coefficient estimates from RE
are 'far enough' from those of FE.
On Sep 24, 2009, at 2:33 AM, Francesco wrote:
we are estimating the following models (same specification, but
different
estimation method) on two different sub-samples ( A and B).
A) xtreg y x1 x2 x3 x4, fe
B) xtreg y x1 x2 x3 x4, re
Is there a command to test whether (b1+b2+b3) in A=( b1+b2+b3)
in B ?
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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