Thanks! That did the trick...
Andrea
----- Original Message -----
From: "David Greenberg" <[email protected]>
To: <[email protected]>
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 <[email protected]>
> 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
> >
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
