Hausman Test on Stata for RE vs. FE

The content has been moved to:

http://theedrrblog.blogspot.com/2011/07/hausman-test-on-stata-for-re-vs-fe.html

Partial content...

To test whether the fixed effects (FE) or random effects (RE) model is more appropriate for a panel data regression (using xtreg here), do the following:
xtreg y x1 x2 x3, fe
estimates store FE
xtreg y x1 x2 x3, re
estimates store RE
hausman FE RE



... ...