The first line seems to have been cut. I had:
As Mark replied, you need to use -hausman- not -xthausman-.
----- Original Message -----
From: [email protected]
Date: Wednesday, December 22, 2004 7:15 am
Subject: Re: st: xthausman after xtivreg, fe/re
> 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
>
>
>
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