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From |
Χρυσούλα Γιαννικοπούλου <chrygiann@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: problems with Hausman Test |

Date |
Tue, 14 Sep 2010 13:00:13 +0200 |

Dear Statalisters, I am facing a problem with Hausman test. I examine if the coditional (absolute) and uncoditional convergence hypothesis hold for NUTS IIΙ REGIONS within a country. The Fixed Effects and Random Effects Methods of Estimation are used. My regressions are: Absolute: xtreg dlngdp_pc lnlag_gdp_pc, fe cl(regions) xtreg dlngdp_pc lnlag_gdp_pc, re cl(regions) conditional: xtreg dlngdp_pc lnlag_gdp_pc lnbed_places, fe cl(regions) xtreg dlngdp_pc lnlag_gdp_pc lnbed_places,re cl(regions) my results are listed below: absolute convergence: Δ ln〖y_(i,t) 〗=γ+b ln〖y_(i,t-1) 〗+u_(i,t) F.E. R.E. ln yi,t-1 -0.2735 -0.0576 (-7.32) (-3.79) constant 2.5574 0.5476 (7.35) (3.89) Conditional convergence : Δ ln〖y_(i,t) 〗=γ_i+bln〖y_(i,t-1) 〗+c(ln〖〖TOUR〗_(i,t) 〗 )+u_(i,t) F.E. R.E. ln yi,t-1 -0.2867 -0.0576 (-7.54) (-3.65) lnTOURi,t 2.5574 0.5476 (7.35) (3.31) constant (γ) 2,1820 0,6389 (5,49) (3,58) SO, I would say whether I trust more the RE or the FE results. I guess the RE results are more realistic that the very optimistic FE results. However, a Hausman test will probably suggest the FE model. My main problem is that I cant find the right command about Hausman test. After the above estimations I run the commands: ***** estimates store dta_NUTSIII hausman dta_NUTSIII *********** But, I get the error message: "the two models need to be different" Unfortunately, I can't find where is my mistake. Could you suggest me any commands about Hausman Test in this case? Thank you for consideration! Chrysa * * 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/

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