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Re: st: Hausman test


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test
Date   Wed, 04 Aug 2004 18:59:02 -0400

Try doing the estimation of the two models in the opposite order. David Greenberg, Sociology Dept., New York University

----- Original Message -----
From: Andrea Molinari <A.Molinari@sussex.ac.uk>
Date: Wednesday, August 4, 2004 6:22 am
Subject: st: Hausman test

> Dear all,
> When estimating a Hausman test between fixed and random effects 
> models for a
> subsample, I got a negative chi2 value (!) together with the following
> message:
> 
> model fitted on these data fails to meet the asymptotic 
> assumptions of the
> Hausman test; see suest for a generalized test
> 
> 
> but I could not implement suest for panel. Does anyone have a hint 
> on how to
> do this?
> 
> 
> 
> Thanks!
> 
> 
> Andrea
> 
> 
> 
> 
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