Hausman Test|| Fixed Effects || Random Effects || STATA

[@abdelaalte8161]

Thank you for creating this. Keep up the good work!

[@komalkanwarshekhawat_]

Many thanks that you liked the content. Keep following ✌️

[@anasrashid216]

Hi madam. thank you so much for the video.. you are the best teacher

[@komalkanwarshekhawat_]

Thank you so much. Most welcome 😊

[@knowledgeforsuccess35]

I appreciate your work 😊 komal
Keep it up 👍

[@komalkanwarshekhawat_]

Thanks a ton 🤗😊

[@muhammadnaumansadiq]

Great Job Dear madam♥️

[@komalkanwarshekhawat_]

Your welcome sir 🙏

[@numraasudozai6722]

Very helpful video. Thankyou for your effort.

[@komalkanwarshekhawat_]

Thank you for your kind words. Grateful .

[@nareshbansalnishu9718]

Very nice explanation

[@komalkanwarshekhawat_]

Thank you 😊🙏

[@basadosaragih3897]

Thank you very much, mam

[@komalkanwarshekhawat_]

Welcome 😊

[@rajveerritu4558]

Thank you soooo much ma'am 👍💫

[@komalkanwarshekhawat_]

Welcome dear ❤️🤗

[@gagansingh9893]

👌👌

[@komalkanwarshekhawat_]

😊🤗

[@Soniakalrapahuja]

if we have control variables also in our data set do we need to take them also while applying FE,RE

[@komalkanwarshekhawat_]

People follow different procedures-
1. Run two different models one with control variables and other one without control variables.
2. Run one model without control variables as panel estimation takes into consideration controlled effect.
You may follow some good literature that may suit your estimation procedure and run the models accordingly.
Thanks.

[@youtubehero4442]

Hi komal. If hausmann test shows Fem is appropriate. I only need to interpret the fem analysis results. Hence I do not need to interpret the rem

[@komalkanwarshekhawat_]

Yes 👍

[@youtubehero4442]

@Komal Kanwar Shekhawat thank you, Komal. I learned eviews from watching your UA-cam channel. Stay awesome always

[@bhattianamika]

👏❤

[@komalkanwarshekhawat_]

🤗🤗

[@dka9756]

Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?

[@komalkanwarshekhawat_]

Yes, you may.

[@urpodcast4today]

Hi can you please explain why we use twp step sytem GMM.and what is acceptable value for AR(1),AR(2)Thnaks

[@komalkanwarshekhawat_]

I will upload a video on two step GMM soon. Good day!

[@mohdabdullah2088]

I couldn't get any option for hausman test in eviews for my panel dataset
Even i am facing problem in diagnostic tests for multicollinerity etc like ds
What could be the reason?

[@komalkanwarshekhawat_]

t.me/kshekhawat Join my telegram group for queries and discussion.
ua-cam.com/video/ko9NKhxh3zk/v-deo.html watch this video on how to run Hausman Test in EVIEWS.

[@mohdabdullah2088]

@@komalkanwarshekhawat_ ok... I joined... I will send you soon screenshot of my analysis and problem i am facing to get your guidance on that.... Eagerly waiting for system gmm/partial adjustment model video☺️

[@saimaashiq399]

Thanks a lot dear Ma'am Komal..
Me from Pakistan and watching your videos keenly and learnt a lot from you.
Please make more videos on different second generation tests in stata.like AMG CCEMG etc
Best regards

[@minomation6808]

easey ti understand

[@komalkanwarshekhawat_]

Thank you 🤗🤗

[@ayeshazafar5610]

Hey.. When i try to run the fixed effect command it shows (no observation) what should i do??

[@komalkanwarshekhawat_]

Try to run the model in STATA.

[@aniksaha9925]

If p value of constant becomes more than 5% would it be a problem?

[@komalkanwarshekhawat_]

Not exactly

[@aniksaha9925]

Hausman fe re, hausman re fe
Both gives different p values.
#hausman fe re gave p value= -15.87
#hausman re fe gave p value= 0.0032
Which model should i choose?

[@komalkanwarshekhawat_]

As I have explained in the video, one should run Hausman test using random option. So proceed with second one.

[@komalkanwarshekhawat_]

Then the probability value of Hausamn would suggest you whether FE is appropriate or RE is appropriate.

[@agoogleuser6452]

With control variables - FE is appropriate
Without control variables - RE is appropriate
What can I do madam?

[@komalkanwarshekhawat_]

You can mention the same while reporting your results.

[@Yaseeneconomists]

she interpreted it in a wrong way
ho accepted means that random effect is appropriate while ha accepted means that fixed effect appropriate

[@komalkanwarshekhawat_]

Yes you are right. Even I have interpreted correctly. Please see again. If prob value is greater than 0.05, we reject Ha, meaning Random effect is appropriate. You can watch this video also. Thanks.
ua-cam.com/video/ko9NKhxh3zk/v-deo.html