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- Mon Jul 19, 2010 1:57 pm
- Forum: Econometric Discussions
- Topic: hausman test correlated random effects
- Replies: 5
- Views: 25987
hausman test correlated random effects
After estimating my model with random effects specification, I run the correlated random effects -- hausman test, but results include the warning "cross-section test variance is invalid. Hausman statistic set to zero." Also, "robust standard errors may not be consistent with assumptio...