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
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