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st: hausman: different coefficient names


From   Katie Winder <[email protected]>
To   [email protected]
Subject   st: hausman: different coefficient names
Date   Mon, 05 Jul 2004 16:12:24 -0400

Dear Statalist readers,
I am trying to use the "hausman" command to compare the coefficients from a
fixed-effects model to those of a first-differenced model using the same
variables.  The coefficient names from the FD model seem to be automatically
renamed to have a "D1" in them, making them different from those of the FE
model and causing the hausman command to return an error message.  How can I
change the coefficient names from the FD model to match those of another
model?  I can avoid this problem currently by using a different test for
strict exogeneity, but I'm sure this will come back to haunt me in the
future, such as when comparing FD to a random-effects model.

Thanks very much,

Katie Winder
Johns Hopkins University
Dept. of Economics

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