Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: hausman and xthausman after panel fe, re


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: hausman and xthausman after panel fe, re
Date   Tue, 23 Aug 2005 12:46:56 +0100

Carl,

It would be helpful if you could provide the actual Stata output, 
and/or, even better, the .do code that generates it together with a 
pointer to where the Cornwell dataset can be found, preferably in 
Stata format.  (Assuming that the output and code is brief, which I 
suspect is the case.)  

Cheers,
Mark

Date sent:      	Mon, 22 Aug 2005 20:22:02 -0500
To:             	statalist@hsphsun2.harvard.edu
From:           	Carl Nelson <chnelson3@insightbb.com>
Subject:        	st: hausman and xthausman after panel fe, re
Send reply to:  	statalist@hsphsun2.harvard.edu

> This question concerns problem 10.9 in Jeff Wooldridge's book
> Econometric Analysis of Cross Section and Panel Data. In this
> exercise, which I gave to some students in a course this summer, using
> Cornwell.dat students are asked to estimate xtreg, fe and xtreg, re
> and perform the hausman test. Using the old xthausman syntax the
> result is a significant test statistic (approximately 121 for a
> chisquared(11) rv). Using the newer hausman syntax the result is a
> negative chisquared statistic and warning about violation of
> assumptions. I constructed the statistic from the saved results e(b)
> and e(V) and I got the same result as the newer hausman syntax. I
> tried to look for the difference in the xthausman ado file but I
> couldn't see an obvious difference.
> 
> I would appreciate any help identifying the source of the significant
> difference between the xthausman and hausman results in this instance.
> 
> Carl Nelson
> UIUC
> 
> *
> *   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/

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
44-131-451-3485 CERT administrator
http://www.sml.hw.ac.uk/cert

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index