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Re: st: Artificial regression approach???


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
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 -----
From: "C.VDR KOOIJ GUEVARA" <C.vdrKooijGuevara@uvt.nl>
Date: Tuesday, July 3, 2007 7:03 pm
Subject: st: Artificial regression approach???
To: statalist@hsphsun2.harvard.edu


> 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
> 
> 
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