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Please, can anyone tell me how can i choose between Robust Pooled OLS and Robust Random effects? Is there any command for robust estimation of Breusch-Pagan LM test or something else? To be more precisely, is there any command such as xtoverid, which we use when we make a decision between robust random and robust fixed effects?

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  • $\begingroup$ In what sense is the word "robust" being used here? $\endgroup$
    – AdamO
    Aug 21, 2019 at 15:28
  • $\begingroup$ Also see my answer to an older, but seemingly related question (without an upvoted answer) here. $\endgroup$
    – AdamO
    Aug 21, 2019 at 15:50

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