Valeriano Martinez San Roman wrote:
> I am doing some regressions on panel data. The thing is that in some of
> them when i am trying to compute the hausman test apperas the following
> message: Estimate of sigma u_i = 0, random-effects estimator has
> degenerated to pooled OLS and the Wald Test from xthausman may not be
> appropiate. See [R] hausman for a more general implementation of the
> hausman test. I do not know why such an error. Please, I need an answer
> soon.
[...]
It might help if you were to show us _exactly_ what you are doing from
source (i.e., commands, output, etc.), otherwise it's impossible to
assist. I can't answer your second question, as I seldom run
random-effects models on my own datasets, as they've never been found to
be suitable when I have fit them.
Without wishing to be blunt, Statalist members don't exist to satisfy your
personal deadlines, so claiming urgency is not a smart move. Trust me: I
know from painful experience! :)
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