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How did you install the files? Through the usual -ssc inst ivreg2-. If so,
you should get the latest version. What does -which ivreg2- give you?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Marco Buur
Gesendet: Freitag, 14. August 2009 12:19
An: [email protected]
Betreff: Re: st: hausman test
Thanks Mark and Steve
I tried to use
> xtreg A B C , fe robust
> est store fixed
> xtreg A B C , re robust
> xtoverid
but Stata says "Error - must have ivreg2 version 2.1.15 or greater
installed"
I installed ivreg2 it but there is no any progress.
Please advice
On Thu, Aug 13, 2009 at 4:38 PM, Marco Buur<[email protected]> wrote:
> 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)
>
>
>
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