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st: hausman test


From   Marco Buur <[email protected]>
To   [email protected]
Subject   st: hausman test
Date   Thu, 13 Aug 2009 16:38:11 +0200

I run hausman test and got Prob>chi2 =      0.1668
According my undestanding this is confmation that I should use random
effect model. Am i right ?

Thanks a lot

   xtreg A B C , fe  robust
   est store fixed
   xtreg A B C , re  robust
   hausman fixed


    Test:  Ho:  difference in coefficients not systematic

                  chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =       11.67
                Prob>chi2 =      0.1668
                (V_b-V_B is not positive definite)




   xtreg Public_cap_ln Prevalence_ln GNI_cap_ln reg4 reg8 Year_* if
Tag!=1 , fe  robust

   est store fixed

   xtreg Public_cap_ln Prevalence_ln GNI_cap_ln reg4 reg8 Year_* if
Tag!=1  , re  robust

   hausman fixed
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