<>
The -which- output should be:
. which ivreg2
c:\ado\plus\i\ivreg2.ado
*! ivreg2 2.2.09 17jul2008
*! authors cfb & mes
*! see end of file for version comments
So go to your -c:\ado\plus\i\- folder, kill everything beginning with
-ivreg2- , and then type -ssc inst ivreg2- in Stata. After that, -which-
again and see whether your output matches mine...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Marco Buur
Gesendet: Freitag, 14. August 2009 13:48
An: [email protected]
Betreff: Re: st: hausman test
Dear Martin
I have installed it from :
SJ-7-4 st0030_3 . . . . Enhanced routines for IV/GMM estimation and
testing
. . . . . . . . . . . . . C. F. Baum, M. E. Schaffer, and S.
Stillman
(help ivactest, ivendog, ivhettest, ivreg2, ivreset,
overid, ranktest if installed)
Q4/07 SJ 7(4):465--506
extension of IV and GMM estimation addressing hetero-
skedasticity- and autocorrelation-consistent standard
errors, weak instruments, LIML and k-class estimation,
tests for endogeneity and Ramsey's regression
specification-error test, and autocorrelation tests
for IV estimates and panel-data IV estimates
If i run ssc inst ivreg2 i got
*****************ssc inst ivreg2**********************
checking ivreg2 consistency and verifying not already installed...
the following files already exist and are different:
c:\ado\plus\i\ivreg2.ado
c:\ado\plus\i\ivreg2.hlp
c:\ado\plus\i\ivreg2_p.ado
no files installed or copied
(no action taken)
r(602);
****************which ivreg2**************
c:\ado\plus\i\ivreg2.ado
*! ivreg2 2.0.04 14Apr2004
*! authors cfb & mes
*! cloned from official ivreg version 5.0.9 19Dec2001
Please advice
On Fri, Aug 14, 2009 at 12:21 PM, Martin Weiss<[email protected]> wrote:
>
> <>
>
> 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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>
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