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st: negative Hausman test
I'm using the Hausman test in order to examine the exogeneity of a variable and to see if a simultaneous equations model (reg3) is a more appropriate approach than OLS. However, I obtain a negative Hausman statistic. This occurs because the matrix Var[B-b] is not positive definite, I presume. After calculating the -hausman- test does Stata store the aforementioned matrix? If yes, what do I need to do to look at it?
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