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st: inclusion of dummy variables in hausman test


From   Marco Buur <[email protected]>
To   [email protected]
Subject   st: inclusion of dummy variables in hausman test
Date   Wed, 14 Oct 2009 15:23:44 +0200

Should I inlcude dummy variables Year*( Year1995-Year2003)  in the
hausman test procedures for re or fe estimator?

xtreg A B C Year*, fe
  est store fixed
  xtreg A B C Year*, re
  hausman fixed

Thank you in advance

Marco
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