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st: AW: Randon Coefficient vs Mean Group Estimation


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Randon Coefficient vs Mean Group Estimation
Date   Tue, 7 Apr 2009 16:29:00 +0200

<> 

What does


*************
mat l e(b)
*************

give you after either model? This way, you can see whether there is overlap between the returned results after both commands.

Also: Have you paid attention to the requirements for -hausman- as detailed in -h hausman- under heading "description"? Have you looked at -suest-?


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Grant Peter Kabango
Gesendet: Dienstag, 7. April 2009 16:15
An: [email protected]
Betreff: st: Randon Coefficient vs Mean Group Estimation

Dear Statalist,

I am using two estimators to account for sectoral heterogeneity: the Mean Group model and Random Coefficient model.

I get my Mean Group Estimation through the Stata command 'xtpmg' with an 'mg' option; and I get my Random Coefficient estimation using the 'xtrc' Stata command. 

However, since these two estimators differ in their assumption of the nature of heterogeneity, I am using the Hausman test to check which of the two is better. Surprisingly, the test is returning with the following error message;

"no coefficients in common; specify equations (matchlist) for problems with different equation names." r(498).

What could be the problem in this case?

Thanks

Grant


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