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  • Hausman Test

    Hi I have a general question on the Hausman test. I entered the command "haumsman re fe, sigmamore" after I saved the errors in this order. I got Prob>chi2 of 0.0003. How can I interpret this? In this case, should I use the random effect?
    Last edited by Anna Ceddia; 19 Sep 2021, 08:12.

  • #2
    Anna:
    welcome to this forum.
    Please post your future queries on the General forum, as this one is for practising purposes only.
    That said. the correct sequence to invoke -hausman- is:
    Code:
    haumsman fe re, sigmamore
    .

    Please note that, due to the null to be tested, -fe- should always preceeds -re-.
    Kind regards,
    Carlo
    (Stata 16.0 SE)

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