i have paneldata form 2002 - 2019 from 505 companies. I need to perfom a industry and year FE regression.
First I have to test wether to used FE or RE. Therefore i perform the BP LM test and the Hausman test
BP LM does not work since i always receive an error (see below)
Code:
xtset id industry_key quietly xtreg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, re insufficient observations
Code:
xtset id year quietly xtreg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, fe estimates store fixed quietly xtreg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, re insufficient observations
[CODE
]xtset id year
eg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, re
xttest0
[/CODE]
and for the hausman
Code:
xtset id year quietly xtreg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, fe estimates store fixed quietly xtreg firm_beta_w esg_single_lag1 diversification_lag1 RnD_lag1 advertising_lag1 leverage_lag1 capex_lag1 cash_lag1 size_lag1 earnings_variability_lag1 state_tax_lag1 cash_flow_lag1 i.industry_key i.year, re estimates store random hausman fixed random
I would appreciate some help
Thanks
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