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st: Hausman test in a dynamic panel model?
From
joales salbdralor <[email protected]>
To
statalist <[email protected]>
Subject
st: Hausman test in a dynamic panel model?
Date
Mon, 18 Jun 2012 10:02:20 +0200
Dear all,
I would like to know if the HAusman test can still be used in a
dynanic panel data model.
When I type
xtreg depen depend_lagged regressors, fe
estimates store fixed
xtreg depen depend_lagged regressors, re
estimates store random
hausman fixed random
the lagged variable drops and I get the message
variable depend_lagged not found
Is there an alternative way to coduct such test?
thanks
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