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st: Suest command


From   <Julian.Messina@ecb.int>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Suest command
Date   Tue, 11 Nov 2003 12:04:37 +0100

Dear all,
 
I am using the command suest (Stata 8.0) to do a hausman test, since I
calculate std errors with the cluster option (and the standard hausman test
becomes undefined). I type:
 
suest fixed OLS, cluster (ncty)
test [fixed_mean = OLS_mean], cons common
 
The problem is that even if i have at least 28 coefficients (in one of the
equations more), the test only looks at the equality in coefficients for 11
equations, dropping all the other constraints. This does not happen instead
if I drop the cluster option. In this case, the test if performed on the 28
coefficients. Since the number of clusters in my data is 12, something looks
suspicious but I can't see what is wrong. 
 
Any help would be most appreciated. Thanks
Julian
 
----------------------------------------------
Julian Messina
European Central Bank
DG - Research
Kaiserstrasse 29 
D - 60311 Frankfurt am Main
Tel: +49 (069) 1344 8826 
Fax: +49 (069) 1344 8552 
Email:  <mailto:julian.messina@ecb.int> julian.messina@ecb.int
----------------------------------------------



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