Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: negative Hausman test

From   "Amess, Dr K.M." <>
To   <>
Subject   st: negative Hausman test
Date   Thu, 11 Dec 2003 11:33:36 -0000

Dear all,

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?


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index