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st: Hausman test for -xtlogit- using -suest-
From
Andreas Schiffelholz <[email protected]>
To
[email protected]
Subject
st: Hausman test for -xtlogit- using -suest-
Date
Tue, 09 Jul 2013 13:54:11 +0200
Hi everyone,
I try to do the Hausman test to check if I can use a random effects
xtlogit model or if I need to estimate my model using a fixed effects
model. The problem is, that receive the following result:
Test: Ho: difference in coefficients not systematic
chi2(17) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 174.43
Prob>chi2 = 0.0000
(V_b-V_B is not positive definite)
-help hausman- recommends in this case to calculate a generalized
Hausman test by using the suest command. I tried this using the
following command:
xtlogit varlist, re
estimates store re
xtlogit varlist, fe
estimates store fe
suest fe re
If I run this command I receive the following result:
suest fe re
unable to generate scores for model re
suest requires that predict allow the score option
r(322);
Is there a mistake from my side or is the -suest- command not able to
handle -xtlogit-?
Is there an alternative method to do the Hausman test?
Thanks a lot!
Andreas
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