Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Hausman test
From
Carmen Blanco <[email protected]>
To
[email protected]
Subject
Re: st: Hausman test
Date
Mon, 28 Jan 2013 15:52:24 +0100
I appreciate your help, Annes.
I´m going to check with xtoverid but, I need to ask other question:
Do you know if I estimate with -xtreg, fe cluster (co)- solve my
problem and why?
Thanks
C.B.
2013/1/28 Muhammad Anees <[email protected]>:
> 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.
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/