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st: negative haumsan test statistics


From   Yee Kyoung Kim <icejean@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: negative haumsan test statistics
Date   Fri, 1 May 2009 15:44:56 +0900

Dear subscribers,

I would like to test system GMM is consistent in comparison with FE.
For this purpose, I did "hausman gmm fe" and keep getting the negative
statistics.
Are there anybody to help me understand what is the problem?

Thanks in advance.

Best,

YK

-- 
Yee Kyoung Kim
Department of Economics
PhD candidate, Seoul National University, Seoul, Korea
(Phone) 016-595-6148
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