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Re: st: Hausman test


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Hausman test
Date   Thu, 5 Aug 2004 13:55:16 +0100

Thanks! That did the trick...
Andrea

----- Original Message ----- 
From: "David Greenberg" <dg4@nyu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, August 04, 2004 11:59 PM
Subject: Re: st: Hausman test


> 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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> >
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