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Re: st: AW: predict residuals in Stata 10
From
Marco Buur <[email protected]>
To
[email protected]
Subject
Re: st: AW: predict residuals in Stata 10
Date
Tue, 25 Jan 2011 09:59:43 +0100
Dear Stata members
I run hausman and xtoverid test to determine re versus fe option. The
both results are very close but <0.05 which indicates fe option. As
results are very close to 0.05 , do you think i can do something more
to make final decision or just run fe option?
Hausman test
Test: Ho: difference in coefficients not systematic
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 7.94
Prob>chi2 = 0.0473
.
xtoverid
Sargan-Hansen statistic 8.009 Chi-sq(3) P-value = 0.0458
Thanks Marco
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