<>
As default, -xtreg, fe- leaves behind "conventional" in "e(vce)", and Stata
chokes on this value in line 148-150 of suest.ado. I cannot find any mention
of this in the manual, either, but maybe we are both overlooking some very
obvious reason why -suest- should not be applied in this case. If so, the
error could be more informative, true. ("conventional" and "non-standard
vce" do not go together easily)
Seems other -xt- commands like -xtlogit- and the like leave behind "oim" as
default...
***
webuse nlswork, clear
generate age2 = age^2
generate ttl_exp2 = ttl_exp^2
generate tenure2 = tenure^2
generate byte black = race==2
xtset idcode year
xi: reg ln_w L.ln_w i.year
estimates store OLS, title(The OLS estimator)
xi: xtreg ln_w L.ln_w i.year, fe
estimates store WG, title(The Within Group estimator)
suest WG OLS
***
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Joachim
Landström
Gesendet: Freitag, 17. April 2009 12:07
An: [email protected]
Betreff: 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
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