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Re: st: Hausman test after xtnbreg and alternatives?
From
David Greenberg <[email protected]>
To
[email protected], Heewon Chae <[email protected]>
Subject
Re: st: Hausman test after xtnbreg and alternatives?
Date
Mon, 11 Feb 2013 14:11:36 -0500
Reverse the order in which the two models are introduced, and the
negative sign will disappear. David Greenberg, Sociology Department,
New York University
On Mon, Feb 11, 2013 at 1:23 PM, Heewon Chae <[email protected]> wrote:
> Hi All,
>
> I am using xtnbreg and I want to decide whether to choose fixed or
> random effects.
>
> When I run
> xtnbreg .... , fe
> estimates store fixed
> xtnbreg .... , re
> estimates store random
> hausman fixed random
>
> I get this result:
>
> Test: Ho: difference in coefficients not systematic
>
> chi2(12) = (b-B)'[(V_b-V_B)^(-1)](b-B)
> = -68.68 chi2<0 ==> model fitted on these
> data fails to meet the asymptotic
> assumptions of the Hausman test;
> see suest for a generalized test
>
> What other commands or approaches I can use to check which one to use?
> Unfortunately, the alternative to hausman proposed in this list,
> xtoverid, does not work for xtnbreg. I would be very grateful for any
> comments or suggestions that helped me to decide whether fixed or
> random effects are appropriate in my case.
>
>
> Thank you!
> Heewon
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