Hausman test with -reghdfe-

[emily taylor]

Hi there,

I am carrying out a regression with multiple fixed effects (county, age, sex and year). I have been using the -reghdfe- code to do so.

To justify the use of fixed effects, I would like to implement a Hausman test. However, I am unsure how to go about doing this using the -reghdfe- command.

I would appreciate it if anyone had any advice about how I could approach this. Many thanks!

[Carlo Lazzaro]

Emily:
the following thread may be helpful: https://www.statalist.org/forums/for...t-with-reghdfe.