I'm currently analysing the effect of the borrowers gender on the performance on financial service providers.
So far the advice I got on this forum has helped me greatly, however I'm still struggling with one question.

I defined the overall performance of an FSP as four dependent variables, which are
  • portfolio at risk
  • operating expense ratio
  • operational self sufficiency and
  • return on assets
The predictors stay the same within all four models.
Now after testing whether I can apply RE or FE (with the Mundlak devide Mr. Wooldridge recommendet in this post), I found RE to be consistent for two of those models, and inconsistent for the other two, implying I have to use FE (or at least that I can't use RE) for the latter.
I'm wondering, can I run RE on two models, FE on the other two and still make a general statement concerning the performance?
My intution tells me yes as results for both models should be consistent, however I haven't found any literature concerning this and I don't want to make an obvious mistake.
Any literature recommendation is also appreciated!

Thanks in advance!