Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Re: statalist-digest V4 #4922
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Re: statalist-digest V4 #4922
Date
Mon, 24 Jun 2013 13:10:14 +0000
<>
On Jun 24, 2013, at 8:33 AM, Johgho wrote:
>
> I'm trying to do a robust Hausman test for heterogeneity and serial
> correlation.
> I wonder whether I have to add "vce(robust)" option to xtreg command.
> Which one is correct for Grunfeld data?
>
> 1)
> xtreg inv value capital, fe
> xtreg inv value capital, re
> xtoverid
>
> 2)
> xtreg inv value capital, fe vce(robust)
> xtreg inv value capital, re vce(robust)
> xtoverid
>
> The results are different each other.