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st: Robust Hausman test using xtoverid
From
"Abdalla, Ahmed" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Robust Hausman test using xtoverid
Date
Wed, 29 Jan 2014 18:49:31 +0000
Dear statalist
I am comparing between a Hausman test and a robust Husman type test (Wooldridge 2002)
***For Hausman test, I run:
xtreg ceb wtr, fe
estimates store fixed
xtreg ceb wtr, re
estimates store random
hausman fixed random //since I get Prob>chi2 =0.0000 (i.e.significant p values , <0.05), I use the fixed effect model.
***For Robust Hausman test, I run:
xtreg ceb wtr, re cluster(firmid)
xtoverid // since since I get Prob>chi2 =0.0000 (i.e.significant p values , <0.05), I use the fixed effect model.
Do I apply the xtoverid correctly here?
Do I have to cluster by firm if I use this robust Hausman type test ? Can I run the xtoverid without clustering as well ?
Thanks
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