* Author: William D. MacMillan
* Prepared for ICPSR time-series and cross-section data analysis
* Hausman, Xtmixed, and SUR
* 5/20/09

clear
use http://www-personal.umich.edu/~franzese/ICPSR/garmit_esspanel1.dta, clear
local model spend unem growthpc depratio left cdem trade lowwage fdi
local rhs unem growthpc depratio left cdem trade lowwage fdi

xtreg `model', re
estimates store remodel
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xtreg `model', fe
estimates store femodel
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* for the Hausman test, the always consistent model is listed first
hausman femodel remodel
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xtgls `model', i(cc)
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reg `model', cluster(cc)
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xtmixed `model' || cc: skand
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forvalues i = 2/3 {
	qui reg `model' if cc == `i'
	estimates store ols`i'
}

suest ols*
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est clear
forvalues i = 1/18 {
	qui capture reg `model' if cc == `i'
	capture estimates store ols`i'
}

qui suest ols*
ereturn list

test [ols1_mean]unem=[ols2_mean]unem
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testparm *unem