am really interested in. Because I am quite sure that the variance of the two groups is not equal and since the Hausman test is indefinite I would like to estimate two different models and compare the intercepts of the two models. Is there a way to do that? Furthermore, is it possible...
if GroupNr==1 est store m1 xi: reg I F C i.fn if GroupNr==2 est store m2 suest m1 m2 test [m1_mean]F = [m2_mean]F * snip The problem with my panel is that I have about 20'000 individuals. Therefore, it is not possible for me to estimate the FE-models by aid of ...
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> Is it possible to use suest to test cross-model hypothesis on fixed > effects models (xtreg, fe)? > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/...
This works for several estimation methods using suest, but I could not figure out how to do it with random effects estimation (xtreg, re). I tried to add the score option, but it was not accepted. I tried both stata 7 and 8. Does anybody have an idea how to get it to work?
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Subjectst: SUEST and Xtreg. DateThu, 5 Feb 2004 11:30:38 -0500 (EST) Is it possible to use suest to test cross-model hypothesis on fixed effects models (xtreg, fe)? * * For searches and help try: *http://www.stata.com/support/faqs/res/findit.html*http://www.stata.com/suppor...
see suest for a generalized test This would tell me that I do not have enough information to reject the null, so I have to use random effects. However, if I use the xthausman command, I get: . xthausman (Warning: xthausman is no longer a supported command; use -hausman-. For inst...