Test of random versus fixed effects with small within variation

Jinyong Hahn, John Ham and Hyungsik Moon ()

Economics Letters, 2011, vol. 112, issue 3, 293-297

Abstract: Comparisons of within and between estimators using the conventional Hausman test may be subject to statistical problems if the within variation is not sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification of Hausman test that is valid whether the within variation is small or large.

Keywords: Hausman; test; Within; variation; Bootstrap (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:112:y:2011:i:3:p:293-297

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