Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Randon Coefficient vs Mean Group Estimation


From   "Grant Peter Kabango" <g.kabango.1@research.gla.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Randon Coefficient vs Mean Group Estimation
Date   Tue, 07 Apr 2009 15:14:59 +0100

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


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index