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st: hausman + nocons


From   "Cordula Stolberg" <c.stolberg@gmx.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: hausman + nocons
Date   Fri, 3 Jun 2005 11:02:14 +0200 (MEST)

Dear All,

I'm trying to do a Hausman test for fixed effects vs random effects and both
regressions are estimated without a constant. For the fixed effects
regression, I used "reg" and added the fixed effect manually and for the
random effects regression, I used "xtreg ..., mle nocons".

I tried to perform the Hausman test by typing

hausman fixed random, eq(1:2)

but got the error message "no common coefficients names (eq:coef), nothing
to test". 

Is that because I have added the fixed effects manually? And if yes, how can
I then estimate the fixed effects regression without a constant ("nocons"
doesn't work)?

Thanks,
Cordula
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