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st: Hausman test
From
Ricardo Ovaldia <[email protected]>
To
[email protected]
Subject
st: Hausman test
Date
Tue, 3 Jan 2012 06:52:15 -0800 (PST)
Hello,
I have a data set consisting of various laboratory measurements, characteristics (sex, age) and dietary data on related individuals from several families.
I am interested in modeling cholesterol and because of the correlation within families I used -xtreg, re- (GLS) regression. However when use a Hausman test to compare the fitted model with a -xtreg, fe - model, I get p=0.00024.
My understanding is that I should not use the random effects model, but should be using the fixed effect. What is the implication if I ignore the Hausman test and report results from the random efects model?
Thank you,
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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