- With regular hausman command in STATA, I can't use cluster robust standard error or bootstrap standard error.
- With a community-created command "xtoverid", I can use cluster robust standard error but not the bootstrap standard error.
- There is another community-created command "rhausman" which incorporates bootstrapping method to the hausman test, but this one can't be used for two-way fixed effects (TWFE) regression since it does not allow factor variables
Thanks!
0 Response to Robust Hausman Test for TWFE
Post a Comment