Joachim,
Will -xtoverid- do what you want automatically? Downloadable from ssc-ideas in the usual way.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Joachim Landström
> Sent: Friday, April 17, 2009 11:07 AM
> To: [email protected]
> Subject: st: Running the suest command on an unbalanced panel
>
> Hi,
> I am trying to perform the Hausman test on an unbalanced
> panel but gets the
> result that V_b-V_B is not positive definite. As a respone to
> this I try to
> run the proposed a generalized Hausman test using the Suest
> command. See
> below for the commands,.
>
> regress var L.var yr*
> estimates store OLS, title(The OLS estimator)
> xtreg var L.var yr*, fe
> estimates store WG, title(The Within Group estimator)
> suest WG OLS
>
> And as a response I get:
>
> . suest WG OLS
> WG was estimated with a non-standard vce (conventional)
> r(322);
>
> I am lost concerning this. Since I do not use the VCE option
> in xtreg it
> implies that xtreg uses vce(conventional) and as far as I
> understand from
> the reference book on the Suest command I am supposed to use
> conventional
> vce in my estimation.
>
> So why do I get this error and how can solve this problem?
> Has it to do with
> the fact that I am running the analysis on an unbalanced panel?
>
> Joachim Landstrom
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
