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st: RE: Negative Hausman Test in STATA


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Negative Hausman Test in STATA
Date   Thu, 8 Feb 2007 14:50:25 -0000

Michael,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Bonnal, Michael (CBA)
> Sent: Thursday, February 08, 2007 2:24 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Negative Hausman Test in STATA
> 
> 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?

The latest version of xtoverid will generate robust Hausman-type tests
of FE vs RE that are guaranteed to be nonnegative, and more besides.



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