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Re: st: xthausman after xtivreg, fe/re


From   [email protected]
To   [email protected]
Subject   Re: st: xthausman after xtivreg, fe/re
Date   Wed, 22 Dec 2004 07:25:06 -0600

The first line seems to have been cut.  I had:  

As Mark replied, you need to use -hausman- not -xthausman-.

----- Original Message -----
From: [email protected]
Date: Wednesday, December 22, 2004 7:15 am
Subject: Re: st: xthausman after xtivreg, fe/re

> Here is an example:
> 
> . use http://www.stata-press.com/data/r8/nlswork.dta
> (National Longitudinal Survey.  Young Women 14-26 years of age in 
> 1968)
> . qui xtivreg ln_w age* not_smsa (tenure = union south) , fe i(idcode)
> 
> . est store fixed
> 
> . qui xtivreg ln_w age* not_smsa (tenure = union south) ,  i(idcode)
> 
> . hausman fixed .
> 
>                 ---- Coefficients ----
>             |      (b)          (B)            (b-B)     
> sqrt(diag(V_b-V_B))
>             |     fixed          .          Difference          S.E.
> -------------+-----------------------------------------------------
> -----------
>      tenure |    .2452291     .1768498        .0683793         
> .037028         age |   -.0651322    -.0333235       -.0318088     
>   .0123994
>    not_smsa |   -.0159519    -.2135208        .1975688        
> .0321544-----------------------------------------------------------
> -------------------
>                         b = consistent under Ho and Ha; obtained 
> from xtivreg
>          B = inconsistent under Ha, efficient under Ho; obtained 
> from xtivreg
> 
>    Test:  Ho:  difference in coefficients not systematic
> 
>                  chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>                          =     3319.20
>                Prob>chi2 =      0.0000
> 
> 
> Hope this helps,
> Scott
> 
> 
> 

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