Hello everyone,
I am aware there is a community-contributed command -rhausman- for the Robust Hausman Test.
I am also reading the book named "Microeconometrics Using Stata" by Cameron and Trivedi, ed 2. In Chapter 8, pg 261-262, the authors include the codes for readers to conduct the Robust Hausman Test manually.
My question is that does the command -rhausman- and the provided codes in the book give equivalent conclusion?
The reason I ask this is that the codes provided in the book are only applicable to the balance panel. However, my panel is unbalanced; therefore, the codes are not working. I have tried to modify the codes but it did not work at all.
Thank you in advance, and stay safe.
Related Posts with Robust Hausman Test for the Random and Fixed Model
How to run the seemingly unrelated regression? and how to compare the coefficients?Hello, suppose I have two regression using panel data random effect and cluster the error term Model…
Making box plots more visibleHello I'm a stata newbie with several questions which I will be posting subsequently in this forum …
Insufficient observations errorHello! I am trying to use ARIMA models with 616 observations. However, the output kept indicating t…
gan- Hansen Test Result: coefficients are exactly identifiedDear All, While running the diagnostic command for my dynamic panel data analysis, the sargan-hanse…
How to Calculate the respondents marital status (Married and widowed) using relationship Relationship of person to household headHello, everyone I am having a cross-sectional data on the relationship of the person to the househol…
Subscribe to:
Post Comments (Atom)
0 Response to Robust Hausman Test for the Random and Fixed Model
Post a Comment