Dear all, I am running a regression on panel data (127 observations). The Hausman Test indicats that the random-effects model is superior to the fixed-effects model. However, for a linear regression "lm()" there is a simple command in R to carry out a variable selection procedure: "step()". Is there something similar for a regression on panel data "plm()"? Respectively, what is the command used for variable selection in case of plm? Is there any? Further, for linear regression "lm()" you can check easily for multicollinearity applying "vif()" of the car-package. What is the respective command for regression on panel data? Help is really appreciated. Looking forward to your answers. Thank you very much in advance. Regards, Phil -- View this message in context: http://r.789695.n4.nabble.com/panel-data-variable-selection-AND-multicollinearity-tp4689935.html Sent from the R help mailing list archive at Nabble.com.