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I ran a GLS random effects regression on some NBA data in Stata, and I was told that it was wrong because I didn't use mixed effects model. This may every well be the case, but I was quite confused by the explanation. Here is what I did using Stata:

  • Dependent variable is team win's and independent variables is different types of opponent shooting data.

  • Paneled data using xtset to account for the different NBA seasons

  • Ran robust xtreg for both fixed and random effects
  • Hausman test had a high chi^2, so I stayed with the GLS random effects regression.

If this is incorrect, please let me know so I can fixed this. I may have forgotten to add the i.season into the xtreg. I always thought that the mixed effects model was for logistic regressions when my dependent variable was categorical. I was told that I did not take into account this team grouping structure within your analysis, but the Group Variable was the teams.

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