How can you test whether a fixed effects (FE) or correlated random effects (CRE) model is more appropriate?
up vote
0
down vote
favorite
I know that the Hausman test can be used to compare FE and RE. Is there a similar test to evaluate FE vs. CRE?
statistics regression economics
add a comment |
up vote
0
down vote
favorite
I know that the Hausman test can be used to compare FE and RE. Is there a similar test to evaluate FE vs. CRE?
statistics regression economics
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I know that the Hausman test can be used to compare FE and RE. Is there a similar test to evaluate FE vs. CRE?
statistics regression economics
I know that the Hausman test can be used to compare FE and RE. Is there a similar test to evaluate FE vs. CRE?
statistics regression economics
statistics regression economics
asked Nov 14 at 17:35
leecarvallo
215
215
add a comment |
add a comment |
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2998572%2fhow-can-you-test-whether-a-fixed-effects-fe-or-correlated-random-effects-cre%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown