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Re: st: hausman test


From   Steven Archambault <archstevej@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: hausman test
Date   Fri, 14 Aug 2009 10:31:55 -0600

You need to install the program.


ssc install ivreg2


On Fri, Aug 14, 2009 at 4:18 AM, Marco Buur<marco.buur@gmail.com> wrote:
> Thanks Mark and Steve
>
> I tried to use
>
>>   xtreg A B C , fe  robust
>>   est store fixed
>>   xtreg A B C , re  robust
>>   xtoverid
>
> but Stata says "Error - must have ivreg2 version 2.1.15 or greater installed"
> I installed ivreg2 it but there is no any progress.
> Please advice
>
>
>
>
> On Thu, Aug 13, 2009 at 4:38 PM, Marco Buur<marco.buur@gmail.com> wrote:
>> I run hausman test and got Prob>chi2 =      0.1668
>> According my undestanding this is confmation that I should use random
>> effect model. Am i right ?
>>
>> Thanks a lot
>>
>>   xtreg A B C , fe  robust
>>   est store fixed
>>   xtreg A B C , re  robust
>>   hausman fixed
>>
>>
>>    Test:  Ho:  difference in coefficients not systematic
>>
>>                  chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>>                          =       11.67
>>                Prob>chi2 =      0.1668
>>                (V_b-V_B is not positive definite)
>>
>>
>>
>
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