Sorry but your question is not clear to me, can you explain further, eg what have you done to get the results?

Dear Prof. Jones,

Thank you very much for the quick response. I did panel regression for a cross sectional and time series data, yet unable to give conclusion. so what should I do now.

Regards

Adhikari

I am sorry but I still do not understand.

What type of panel regression model did you use?

And what did you find ?

Unable to give a conclusion about what?

This might help - my replies to this question

https://www.researchgate.net/post/Conducting_Hausman_Test_in_multiple_imputation_on_STATA#view=5c235fada5a2e274d478e2bd

Dear Prof. Jones,

I have tested hausman test but could not make any conclusion based on the outcome. So what should I do now.

Regards

Rao

Why did you use panel regression for time series data?

Adhikari V V Subba Rao

Now I understand!

And in relation to Prabath Perera you have repeated measures on multiple entities (forms or individuals or countries) and that is why you are using a panel analysis not a time series one.

I and my colleagues think that there is a lot of misunderstanding in this area and that a Hausmann should not be used to distinguish between random and fixed effects analysis but if it is significant/substantial it is telling you that the cross-sectional effect of a variable is different from the longitudinal effect.

Say you have repeated measures of the wages of individuals - the longitudinal (time varying) effect could be moving to the South, while the contextual cross sectional effect would then relate to the proportion of time spent living in the South. There is therefore conceptually two effects and they could be empirically different. The Hausman test is equivalent to test withing the parameter associated with time spent in the South is significant.

Moreover we favor the random effects approach as it is more flexible and gives you all that the fixed effects gives and more. This is argued in two papers

Article Explaining Fixed Effects: Random Effects Modeling of Time-Se...

Article Fixed and Random effects models: making an informed choice

and we show how to do it software in Chapter on Contextual models

Book Developing multilevel models for analysing contextuality, he...

and in two chapters on Longitudinal data in

Book Developing multilevel models for analysing contextuality, he...

This however remains somewhat controversial - see

Article Understanding and misunderstanding Group mean centering: a c...

and the summary of the 'debate' in

https://en.wikipedia.org/wiki/Kelvyn_Jones

"He (with colleagues) has challenged the 'gold standard' that fixed effects should be the standard approach to the analysis of Panel data and that a Hausman test is an appropriate way of choosing between a Fixed effects model and a Random effects model". ...........

Dear Professor Jones,

Tons of thanks to you.

Regards

Rao