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st: Running the suest command on an unbalanced panel

From   Joachim Landström <>
To   <>
Subject   st: Running the suest command on an unbalanced panel
Date   Fri, 17 Apr 2009 12:07:10 +0200

I am trying to perform the Hausman test on an unbalanced panel but gets the
result that V_b-V_B is not positive definite. As a respone to this I try to
run the proposed a generalized Hausman test using the Suest command. See
below for the commands,.

regress var L.var yr*
estimates store OLS, title(The OLS estimator)
xtreg var L.var yr*, fe 
estimates store WG, title(The Within Group estimator)
suest WG OLS

And as a response I get:

. suest WG OLS
WG was estimated with a non-standard vce (conventional)

I am lost concerning this. Since I do not use the VCE option in xtreg it
implies that xtreg uses vce(conventional) and as far as I understand from
the reference book on the Suest command I am supposed to use conventional
vce in my estimation. 

So why do I get this error and how can solve this problem? Has it to do with
the fact that I am running the analysis on an unbalanced panel?

Joachim Landstrom

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