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HausmanWu_test.do
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HausmanWu_test.do
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* dependent varaible: ROA
* independent varaibles: LnTA GenderIndex NationalityIndex AgeIndex SkillsIndex BoardSize pFemale dFemale
********************************************************************************************************
* Fixed Effect regression
********************************************************************************************************
xtreg ROA LnTA GenderIndex NationalityIndex AgeIndex SkillsIndex BoardSize pFemale dFemale, fe
xtreg ROA LnTA GenderIndex NationalityIndex AgeIndex SkillsIndex BoardSize pFemale dFemale, fe
* storing estimates
estimates store fixed
********************************************************************************************************
* Random Effect regression
********************************************************************************************************
xtreg ROA LnTA GenderIndex NationalityIndex AgeIndex SkillsIndex BoardSize pFemale dFemale, re
xtreg ROA LnTA GenderIndex NationalityIndex AgeIndex SkillsIndex BoardSize pFemale dFemale, re
* storing estimates
estimates store random
********************************************************************************************************
* Hausman WU test to compare RE and FE
********************************************************************************************************
hausman fixed random