I've written on this before here and it depends what you mean by robust,
but maybe consider running a linear regression model with cluster-robust
SEs, then run the model again but this time including cluster means for the
same variables (only if they're continuously measured; leave alone if
they're not), then run a likelihood ratio test of the two models. If the
test statistic is significant: (a) the random-effects assumption is
violated; and (b) it's arguably better than running a Hausman test.
C
On Fri, 4 Nov 2022 at 13:43, Alison Loddick <
Alison.Loddick(a)northampton.ac.uk> wrote:
Hi,
This I'm hoping is an easy question. I'm doing panel regression with
robust estimates. I have read that you cannot do a Hausman test on robust
estimates. I'm wondering therefore whether Gretl does the test on the
non-robust estimates or whether it does a robust hausman test?
Thank you for any help
Alison
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