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Re: st: Hausman test
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: Hausman test
Date
Mon, 28 Jan 2013 17:10:51 +0500
Before posting a search on Statalist's arhives might have suggested
you to check for -xtoverid-.
HTH
Anees
On Mon, Jan 28, 2013 at 3:49 PM, Carmen Blanco <[email protected]> wrote:
> 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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> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
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--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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