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@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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--
Clive Nicholas

"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson