Here is an example:
. use http://www.stata-press.com/data/r8/nlswork.dta
(National Longitudinal Survey. Young Women 14-26 years of age in 1968)
. qui xtivreg ln_w age* not_smsa (tenure = union south) , fe i(idcode)
. est store fixed
. qui xtivreg ln_w age* not_smsa (tenure = union south) , i(idcode)
. hausman fixed .
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fixed . Difference S.E.
-------------+----------------------------------------------------------------
tenure | .2452291 .1768498 .0683793 .037028
age | -.0651322 -.0333235 -.0318088 .0123994
not_smsa | -.0159519 -.2135208 .1975688 .0321544
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtivreg
B = inconsistent under Ha, efficient under Ho; obtained from xtivreg
Test: Ho: difference in coefficients not systematic
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 3319.20
Prob>chi2 = 0.0000
Hope this helps,
Scott
----- Original Message -----
From: Katarina Lynch <[email protected]>
Date: Wednesday, December 22, 2004 6:59 am
Subject: Re: st: xthausman after xtivreg, fe/re
> sorry.
>
> here is what I do:
>
> . xtivreg y x1 x2 x3, fe
> . xtivreg y x1 x2 x3
> . xthausman
>
*
* 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/
