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st: issues with xtoverid
From
"Abdalla, Ahmed" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: issues with xtoverid
Date
Mon, 3 Feb 2014 13:17:25 +0000
Hi
I run a robust Hausman test to see which panel data model is more appropriate for my data:
xtreg ceb wtr, re cluster(firmid)
xtoverid
I get the error message:
Error - saved RE estimates are degenerate (sigma_u=0) and equivalent to pooled OLS
However, when I run Hausman such as:
xtreg ceb wtr, fe
estimates store fixed
xtreg ceb wtr, re
estimates store random
hausman fixed random,sigmamore
//since I get Prob>chi2 =0.0000 (i.e.significant p values , <0.05), I use the fixed effect model.
I don't get any error message !
What is wrong with the robust version ?
Thanks
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