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st: RE: question on hausman test
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_.
> 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.
> 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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