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st: Negative Hausman Test in STATA


From   "Bonnal, Michael \(CBA\)" <mbonnal@cba.ua.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Negative Hausman Test in STATA
Date   Thu, 8 Feb 2007 08:23:49 -0600

Dear all,

When performing a Hausman test between FE and RE models, I have a negative chisquare value. 
STATA suggests to use the command suest, but I could not make it work for my panel. 
I used the option ROBUST for both FE and RE estimations, but the value is still negative.
Would you have any suggestion?
Thank you,

Michael Bonnal


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