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st: RE: Running the suest command on an unbalanced panel


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Running the suest command on an unbalanced panel
Date   Fri, 17 Apr 2009 13:45:06 +0100

Joachim,

Will -xtoverid- do what you want automatically?  Downloadable from ssc-ideas in the usual way.

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Joachim Landström
> Sent: Friday, April 17, 2009 11:07 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Running the suest command on an unbalanced panel
> 
> Hi,
> 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)
> r(322);
> 
> 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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