Paula,
Quoting paula garcia <[email protected]>:
> Hi all,
>
> I would be very grateful if someone could give a hint on the
> following.
>
> I have a panel data set and, when using the hausman test, I do not
> get a useful result (chi2 is negative). I know about the command
> suest. But to use suest the estimation must have been undertaken
> using a "score()" option. But as far as I can see this "score()"
> option is not defined for "xtreg".
Can you give us a more detailed description of what hypotheses you're
testing? Sometimes the Hausman statistic is guaranteed to be positive,
and if you're getting a negative number it's a sign that something's
wrong. Other times a negative Hausman statistic is possible, and can be
interpreted as simply being below the relevant critical value, i.e., you
fail to reject the null. It all depends on the application.
--Mark
>
> Any help is very much wellcomed.
>
> Thank you.
>
> Paula
>
>
>
>
> _________________________________________________________
> http://www.latinmail.com. Gratuito, latino y en espa�ol.
>
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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