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st: different results from hausman and xthausman
how can it be that the results from the two commands xthausman (old
command) and hausman (new command in version 8) are different: while
coefficients reported are the same the chi2-statistics reported is
calculated for 1 DF less when using "xthausman" compared to using
"hausman". result: test statistic is significant in the first case but
not in the second.
Note: someone else reported the same problem almost one year ago along
with an example. (see
http://www.stata.com/statalist/archive/2003-04/msg00186.html ) but
the question doesn't seem to have been answered.
thanx a lot. Margit
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