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st: Hausman test
From
Carmen Blanco <[email protected]>
To
[email protected]
Subject
st: Hausman test
Date
Mon, 28 Jan 2013 11:49:09 +0100
Dear statalist,
I have some problem with Hausman test. When I compare between random
effects and fixed effects with Hausman test, Stata reports me this:
chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -45.27 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
Could someone tell me, please, how to solve this problem in order to
know if my model is random or fixed effects?
Thanks
C.B.
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