Hello,
I want to test the joint significance of the individual effects in my fixed effect model and for this I run the following command :
xtreg y x1 x2 x3 x4, fe
estimates store m1
xtreg y x1 x2 x3 x4 i*, fe
estimates store m2
lrtest m1 m2
I get the error: df(unrestricted) = df(restricted)
How shloud I do this. Please help
Thank you
Priya
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