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Re: st: Hausman test
From
Carmen Blanco <[email protected]>
To
[email protected]
Subject
Re: st: Hausman test
Date
Wed, 30 Jan 2013 10:31:36 +0100
Thanks David. I have checked your indication and I have solved my problem.
I appreciate it.
Regards,
C.B.
2013/1/28 David Greenberg <[email protected]>:
> A negative sign for the Hausman test may be arising because you put
> the two models into the hausman command in the wrong order. David
> Greenberg, Sociology Department, NYU
>
> On Mon, Jan 28, 2013 at 5:49 AM, 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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