| |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: question on hausman test
I have a small problem with running the hausman test. I get the
following error message shown below
Test: Ho: difference in coefficients not systematic
chi2(10) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 11.51
Prob>chi2 = 0.3190
(V_b-V_B is not positive definite)
I checked the statalist for some explanation on this one and found
this very nice descreption by Vince wiggins.
http://www.stata.com/statalist/archive/2003-10/msg00031.html
There is a code that is provided for doing the wald test in this
message that I am trying to use. for my regression.
I replaced myid in the code with the identifier for my data and the
depvar and the independent variables were changed accordingly. However
when I try to run this code I find that I am not getting any output
but the code is shown on my display.
Could anyone tell me what is wrong ? I would really appreciate it.
Thanks
*
* 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/