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st: problem deciding on a FE or a RE model, based on a Hausman or Suest test


From   Aurora Mordonu <Aurora.Mordonu@UGent.be>
To   statalist@hsphsun2.harvard.edu
Subject   st: problem deciding on a FE or a RE model, based on a Hausman or Suest test
Date   Fri, 14 Oct 2005 16:02:05 +0200

-- Hi,



Using a Hausman test, I would like to decide whether I should take a fixed
effect or a random effect model. As my Hausman test fails to meet the asymptotic
conditions, I get the following message:

chi2(9) = (b-B)'[(V_b-V_B)^(-1)](b-B)

                          =   -45.55    chi2<0 ==> model fitted on these

                                        data fails to meet the asymptotic

                                        assumptions of the Hausman test;

                                        see suest for a generalized test







Consequently, I try to use suest, but I get the following message:

unable to generate scores for model fixed

suest requires that predict allow the score option

r(322);

Could anybody tell me how to decide on a FE or a RE model in this case?



Thank you,

Aurora



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