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st: Negative Hausman Test in STATA
From
"Bonnal, Michael \(CBA\)" <[email protected]>
To
<[email protected]>
Subject
st: Negative Hausman Test in STATA
Date
Thu, 8 Feb 2007 08:23:49 -0600
Dear all,
When performing a Hausman test between FE and RE models, I have a negative chisquare value.
STATA suggests to use the command suest, but I could not make it work for my panel.
I used the option ROBUST for both FE and RE estimations, but the value is still negative.
Would you have any suggestion?
Thank you,
Michael Bonnal
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