Hello everyone,
Just running a panel data regression, and the results for the Hausman test prove that Fixed effects is the best regression to run. The results I obtain are significant and seem to make sense considering the variables, however when I then test using testparm in order to see if I have to use time-fixed effects I obtain a result of Prob > F = 0.0011, which from my understanding means I have to use a i.Year variable in my regression, however when doing so my results for the fixed effect regression vary massively and don't seem to make any sense (coefficients that were ebfore negative now become positive,etc…)?
I have observations from years 2010,2012,2014,2016.
I am not sure how to proceed or explain this?
Many thanks