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Re: st: R: Hausman test
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: R: Hausman test
Date
Mon, 28 Jan 2013 19:29:42 +0100
And, also look into the user-written command -xtoverid- (avaiable from
SSC), which does not have the problem you indicate.
Best,
J.
__________________________________________
John Antonakis
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Faculty of Business and Economics
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__________________________________________
On 28.01.2013 12:09, Carlo Lazzaro wrote:
Carmen may want to take a look at:
[R] hausman in r.pdf file (Base Reference manual of Stata 12.1). Page 713
covers the topic Carmen is interested in.
Best regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Carmen Blanco
Inviato: lunedì 28 gennaio 2013 11:49
A: [email protected]
Oggetto: st: Hausman test
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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