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st: xthausman


From   "M Silva" <mdsrale@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xthausman
Date   Wed, 26 Feb 2003 23:21:45 +0000

I was wondering if anyone could help me with the following.

After estimating a random-errors panel data model, I want to implement the Hausman test with the following command:

. xthausman


However, the output I get is:

Estimate of sigma_u = 0, random-effects estimator has degenerated to pooled
OLS and the Wald test from xthausman may not be appropriate. See [R] hausman
for a more general implementation of the Hausman test.
r(459);

Does anyone know what I should do in order to implement the Hausman test for random errors in such case? Can I use the “hausman, save” and “hausman” commends?

Thank you very much for your help.

M. Silva





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