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st: Test for deciding which model fits my data the best
From
Haillie Lee <[email protected]>
To
[email protected]
Subject
st: Test for deciding which model fits my data the best
Date
Tue, 27 Sep 2011 01:38:17 -0400
Dear List,
How do I know which model of these three ( pooled OLS corrected for
heteroskedascity only VS pooled OLS with full panel corrected SE VS
fixed effect with full panel corrected SE ) best fit my model? How do
I know the fit? Do I just look at the R square term? I know that
making a judgement by just looking at the magnitude of SE is dangerous
since there is a possibility that it might have been underestimated.
Is there any test I can run to see which model fits the best? Is F
test the only test I can run to decide between these models?
Thank you very much in advance for all your help. I appreciate any leads.
Sincerely with Many Thanks,
Haillie Lee
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