Robust Hausman Test for the Random and Fixed Model

[Duy To]

Hello everyone,

I am aware there is a community-contributed command -rhausman- for the Robust Hausman Test.

I am also reading the book named "Microeconometrics Using Stata" by Cameron and Trivedi, ed 2. In Chapter 8, pg 261-262, the authors include the codes for readers to conduct the Robust Hausman Test manually.

My question is that does the command -rhausman- and the provided codes in the book give equivalent conclusion?

The reason I ask this is that the codes provided in the book are only applicable to the balance panel. However, my panel is unbalanced; therefore, the codes are not working. I have tried to modify the codes but it did not work at all.

Thank you in advance, and stay safe.

[Joro Kolev]

See this thread here for implementing robust Hausman test manually, whether or not your data is balanced:
https://www.statalist.org/forums/for...an-test-result

What -rhausman- does I dont know.

[Carlo Lazzaro]

Duy:
you may also want to consider the community-contributed module -xtoverid-.

[Duy To]

Thank both of you so much. I am going to try those alternative ways for sure.

Stay safe.