Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Hausman test


From   "Andrea Molinari" <[email protected]>
To   <[email protected]>
Subject   st: Hausman test
Date   Wed, 4 Aug 2004 11:22:14 +0100

Dear all,
When estimating a Hausman test between fixed and random effects models for a
subsample, I got a negative chi2 value (!) together with the following
message:

model fitted on these data fails to meet the asymptotic assumptions of the
Hausman test; see suest for a generalized test


but I could not implement suest for panel. Does anyone have a hint on how to
do this?



Thanks!


Andrea




*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index