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  • specification test for panel data

    Hello community
    after regressing my three models (FE,RE,Poold) I know that I have to choose between them through the specification tests: Fisher , Brausch pagan and Hausman(fe-re)
    the problem is the order of priority between the tests... I have read a lot of theses but each one starts with a different test... then the result will be the adoption of model different
    my question is is there a sequence of test priorities to follow

    thank you very much

  • #2
    Alami:
    welcome to this forum
    Usually the comparison restricts to -fe- and -re- specifications, provided that a panel-wise effect do exist (so that the pooled OLS is no more an option).
    That said, you do not provide the list with what you typed and what Stata gave you back (as per FAQ): without sharing these details, even the most interested and good-willing lister cannot give you a more helpful reply.
    Kind regards,
    Carlo
    (Stata 19.0)

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