Re: st: hausman test

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

Download -xtoverid- from SSC.  Run -xtreg- and after you estimate your 
model simply type xtoverid.  This test can accommodate a robust vce too, 
and is a generalized form of the Hausman test (to examine whether one 
can constrain the fixed-effects to not correlate with the regressors, 
which is a canned constraint made by the random-effects estimator). Help 
-help xtoverid- for more information.

HTH,
John.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________

On 16.07.2012 20:56, Ozgur Ozdemir wrote:
> hi,
> when I run the Hausman test I get the following message"V_b-V_B is not positive definite", then if I run the test the other way around Like "hausman random fixed" then I get a negative Chi-Square model fitted on these  data fails to meet the asymptotic assumptions of the Hausman test; see suest for a generalized test. ?
>
>
> kind regards
> Ozgur
>   		 	   		
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/