Hi,

I am conducting research on data that requires me to perform multi-dimensional fixed-effects. So far my regression command looks like this:

reghdfe lprice i.ALN##c.pcup* i.ALN##c.pcdown*, abs(i.ALN i.dtd i.OD) vce(rob)

As a natural next step i am interested in comparing the fixed effect specification to a Random-Effects through a hausmann test. However i am uncertain about what code would estimate an appropiate equivalent RE version of the code above.

Any suggestions to how i might perform such an operation?

Thank you in advance