Date:         Wed, 14 Jun 2006 12:44:00 -0700
Reply-To:     Matt <mshall2@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Matt <mshall2@GMAIL.COM>
Organization: http://groups.google.com
Subject:      Hausman Test for comparing fixed vs. mixed models
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset="iso-8859-1"

Hello,

I have searched up, down, left and right for a way to run the Hausman
test in SAS, for comparing fixed effects (GLM) vs. random effects
(MIXED).  Apparently it can be done, but I can't seem to find how to do
so. PROC MODEL does not seem to be appropriate for this comparison.
I know this can be done, the 'long way' (which I've done), but it seems
like SAS would have developed some sort of option (possibly in PROC
MIXED) for the Hausman Test, similar to the 'hausman option' in Stata's
xtreg package.

Thanks for your help in advance.

Matt Hall
Penn State Population Research Institute