I have to compare to adjusted R^2 of two differernt regressions performed with FE panel data to compare the relative vaslue relevance of two different alternative accounting variables,
I read another article in which the author aplies the Vuong test but he uses OLS. Thus, my question is: iIs it possible to perform a Vuong test in STATA on Panel Data in Fixed effects model? If so, which is the ado command?
Thanks
Stefania
I read another article in which the author aplies the Vuong test but he uses OLS. Thus, my question is: iIs it possible to perform a Vuong test in STATA on Panel Data in Fixed effects model? If so, which is the ado command?
Thanks
Stefania
