I have estimated an equation with both cross-section and period fixed effects and I have now done a Redundant Fixed Effects - Likelihood Ratio Test. What are the formulas for these tests (Cross-section F, Cross-section chi square, Period F and Period Chi square)?
Thanks
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- Tue Aug 03, 2010 8:26 am
- Forum: Estimation
- Topic: Redundant Fixed Effects
- Replies: 0
- Views: 1677