|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: question on hausman test
I don't use this command and will probably not be
able to comment usefully, but to maximise the chance
of getting help from experts you really must show us
_exactly what you typed in Stata_.
Nick
[email protected]
Narasimhan Sowmyanarayanan
> 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.
*
* 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/
