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Re: st: Hausman test
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: Hausman test
Date
Mon, 28 Jan 2013 19:31:34 +0100
This means that the RE estimator is inconsistent and that you should use FE.
Best,
J.
__________________________________________
John Antonakis
Professor of Organizational Behavior
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__________________________________________
On 28.01.2013 16:25, Carmen Blanco wrote:
Anees, I check with your suggest and Stata reports me this:
Test of overidentifying restrictions: fixed vs random effects
Cross-section time-series model: xtreg re
Sargan-Hansen statistic 16.833 Chi-sq(4) P-value = 0.0021
Do you know if m model is FE or RE?
I appreciate it.
Regards
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.
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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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