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st: Interpreting hausman test results after xtnbreg, re and fe
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
st: Interpreting hausman test results after xtnbreg, re and fe
Date
Wed, 16 Mar 2011 22:32:52 +0500
Dear All
Please do not mind the basic nature of my question. Please interprete
it for a layman in panel econometrics to be run in stata.
Please could you bear with me to suggest some intuitive idea how to
interprete the following hausman test results after xtnbreg, re and fe
models. The results from stata is given as
hausman feipidnb reipidnb
b = consistent under Ho and Ha; obtained from xtn_fe
B = inconsistent under Ha, efficient under Ho; obtained from xtn_re
Test: Ho: difference in coefficients not systematic
chi2(34) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 438.98
Prob>chi2 = 0.0000
--
Muhammad Anees
MSc in Economics
The University of Sheffield
United Kingdom
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