Dear Stata specialists,

Hope you can help me solve my problem.

I recently run OLS, FE, RE for my panel data model and perform some tests to choose between the methods.

The F-test turns out that OLS is preferred to FE (F = 0.873, df1 = 62, df2 = 431, p-value = 0.7409)
LM test shows that RE is preferred to OLS (chisq = 15.505, df = 1, p-value = 8.227e-05)
Hausman test shows that FE is preferred to RE. (chisq = 38.851, df = 10, p-value = 2.696e-05)
Hausman test shows that FE is preferred to OLS. (chisq = 40.176, df = 10, p-value = 1.578e-05)

The test results puzzle me and I cannot decide which method to choose.

Thank you very much!
Andy