[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Artificial regression approach???

From   David Greenberg <>
Subject   Re: st: Artificial regression approach???
Date   Tue, 03 Jul 2007 19:13:24 -0400

Make sure that you estimated the twow models in the right order. If you did them in the wrong order, you would get a negative chi-square. 
   David Greenberg, Sociology Department, New York University

----- Original Message -----
Date: Tuesday, July 3, 2007 7:03 pm
Subject: st: Artificial regression approach???

> Dear all,
> When estimating a Hausman test between fixed and random effects models 
> for a sample, I got a negative chi2 value (!) together with the 
> following message:
> model fitted on these data fails to meet the asymptotic assumptions of 
> the Hausman test; see suest for a generalized test.
> I have read that the suest test does not work with panel data and that 
> an option is to run the test using the artificial regression approach 
> (read it in the Stata files, somebody had already asked this question 
> in 2004). However, since I am a beginner with Stata and econometrics, 
> I was wondering what this artificial regression approach is and how I 
> can implement it to find out whether to use the fixed or random model.
> Thanks for the help,
> Carine
> *
> *   For searches and help try:
> *
> *
> *
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index