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st: RE: question on hausman test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: question on hausman test
Date   Sun, 25 Jun 2006 19:14:23 +0100

I don't use this command and will probably not be
able to comment usefully, but to maximise the chance
of getting help from experts you really must show us 
_exactly what you typed in Stata_. 

Nick 
n.j.cox@durham.ac.uk 

Narasimhan Sowmyanarayanan
 
> I have a small problem with running the hausman test. I get the
> following error message shown below
> 
>     Test:  Ho:  difference in coefficients not systematic
> 
>                  chi2(10) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>                           =       11.51
>                 Prob>chi2 =      0.3190
>                 (V_b-V_B is not positive definite)
> 
> I checked the statalist for some explanation on this one and found
> this very nice descreption by Vince wiggins.
> 
> http://www.stata.com/statalist/archive/2003-10/msg00031.html
> 
> There is a code that is provided for doing the wald test in this
> message that I am trying to use. for my regression.
> 
> I replaced myid in the code with the identifier for my data and the
> depvar and the independent variables were changed accordingly. However
> when I try to run this code I find that I am not getting any output
> but the code is shown on my display.
> 
> Could anyone tell me what is wrong ? I would really appreciate it.

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