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Re: st: confusion
From
Stuart Buck <[email protected]>
To
[email protected]
Subject
Re: st: confusion
Date
Sun, 5 May 2013 19:24:33 -0500
The Hausman test does not tell you to use fixed vs. random effects.
Instead, if a Hausman test shows significant differences between the
models, it's simply telling you that there are between effects that
need to be accounted for via a mean group variable. See Bafumi/Gelman,
http://www.stat.columbia.edu/~gelman/research/unpublished/Bafumi_Gelman_Midwest06.pdf,
and especially Bell/Jones,
http://polmeth.wustl.edu/media/Paper/FixedversusRandom_1_2.pdf . If
you include the relevant group means, the fixed effects and random
effects estimates for all the other variables will be identical.
On Sat, May 4, 2013 at 10:25 AM, montaha <[email protected]> wrote:
> hello everybody,
> i need your help guys
> i had to test for fixed and random effects using STATA.
> I got the following tables which shows that
> In "fixed effects" output the signs of the coefficient are totally different
> from anticipated signs in theory, additionally some of them are
> insignificant.
> But in Random effect output the signs are true and they are significant.
> when i did Hausman test.. the prob>chi2 was 0.000 which indicates that i
> shall use Fixed effect
> but as i have mentioned the signs are not as expected and they are not
> significant...
> the output
>
> <http://statalist.1588530.n2.nabble.com/file/n7580362/1_1.png>
> <http://statalist.1588530.n2.nabble.com/file/n7580362/2_2.png>
> <http://statalist.1588530.n2.nabble.com/file/n7580362/3_3.png>
>
> thank u i advance
>
>
>
> --
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--
Stuart Buck
http://about.me/stuartbuck
479-200-2750 (cell)
*
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