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Re: st: Hausman test after xtnbreg and alternatives?
From
Heewon Chae <[email protected]>
To
[email protected]
Subject
Re: st: Hausman test after xtnbreg and alternatives?
Date
Mon, 11 Feb 2013 17:18:01 -0500
Thanks for the reply but I don't think the two can be good
alternatives. 1) xtoverid doesn't work for xtnbreg. 2) doing it with a
reverse order doesn't give a right statistic.
(http://www.stata.com/statalist/archive/2004-08/msg00251.html)
Is there anyone who can help this out?
Thanks!
On Mon, Feb 11, 2013 at 2:10 PM, Muhammad Anees <[email protected]> wrote:
> -xtoverid-
>
> On Mon, Feb 11, 2013 at 11:23 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
>> *
>> * 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:
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* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/