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st: generalized test alternative to Hausman 3
From
"Pasquale Pazienza" <[email protected]>
To
[email protected]
Subject
st: generalized test alternative to Hausman 3
Date
Fri, 16 Sep 2011 13:12:50 +0200
Dear Mark,
thanks again for your reply. While highlighting that STATA version 10 is the one I am
using, I report the Hausman test result here below.
Tab. Hausman test results.
Coefficients
(b) (B) (b-B) Sqrt (duag(v_b-V_B))
fe . difference S.E.
Ln_GDPsct_pw -.0793763 .0256665 -.1050429 .1291917
Ln_GDPscr_pw2 -.000889 -.0030242 .0021352 .0033101
Ln_FLWsct_pGDP -.0002738 -.0001679 -.0001059 -
Ln_SCTrel_2 .1359481 .166646 -.0306978 .0341267
Ln_GCF_pw .1085437 .1586885 -.0501448 .0367002
Ln_edu 1.906183 1.578326 .3278571 .2079112
Ln_MKTopn_2 -.164718 -.1369007 -.0278172 .0254818
Ln_1_CRpr_GDP_1 -.0030535 -.0033269 .0002734 -
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
Chi2 (B) = (b-B) ? [(v_b-V_B)^(-1)] (b-B)
= - 25.37 chi2 < 0 ==> model fitted on these data fails to meet asymptotic assumptions
of the Hausman test; see SUEST for a generalized test
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