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st: Re: Hausman test


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: Hausman test
Date   Fri, 24 Dec 2004 08:35:30 -0500

Please read the online help file before posting a question -- the answer is there. -help hausman- shows that you must name the consistent estimator first (then "efficient" estimator). Therefore, if you want valid results you must specify the fixed effects estimator first (since it is the consistent estimator).

Michael Blasnik
[email protected]


----- Original Message ----- From: "hanaa mounjib" <[email protected]>
To: <[email protected]>
Sent: Thursday, December 23, 2004 1:42 PM
Subject: st: Hausman test




Hi

I used Hausman test to choose between a fixed effects and random effects but i am very surprised by results:

First , the value if the chi2 is too big and its sign depends on the order of commands user in stata
<remainder deleted>
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