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