Dear Statalist,
I am using two estimators to account for sectoral heterogeneity: the Mean Group model and Random Coefficient model.
I get my Mean Group Estimation through the Stata command 'xtpmg' with an 'mg' option; and I get my Random Coefficient estimation using the 'xtrc' Stata command.
However, since these two estimators differ in their assumption of the nature of heterogeneity, I am using the Hausman test to check which of the two is better. Surprisingly, the test is returning with the following error message;
"no coefficients in common; specify equations (matchlist) for problems with different equation names." r(498).
What could be the problem in this case?
Thanks
Grant
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