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st: negative Hausman test


From   "Amess, Dr K.M." <kma11@leicester.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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?

Regards,
Kevin

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