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Re: st: generalized test alternative to Hausman 4

 From "Pasquale Pazienza" To statalist@hsphsun2.harvard.edu Subject Re: st: generalized test alternative to Hausman 4 Date Sun, 18 Sep 2011 23:29:00 +0200

```Hi John,

thanks to your very clear hint, I achieved my result and solved my problem.

I am sorry that the other colleague (M. Shaffer) felt somehow annoyed but I am sure he
understands sometimes people posting questions might be new to the software and to the
communication systems. I am also sure we all share one of the main feelings which
teaching is based on: giving our best calmly, patiently and above all clearly.

Regards,

P

---------- Original Message -----------
From: John Antonakis <John.Antonakis@unil.ch>
To: statalist@hsphsun2.harvard.edu
Sent: Sun, 18 Sep 2011 22:07:10 +0200
Subject: Re: st: generalized test alternative to Hausman 4

> Hi.
>
> Try - help hausman - which gives, among other things:
>
> Title
>
>      [R] hausman -- Hausman specification test
>
> Syntax
>
>          hausman name-consistent [name-efficient] [, options]
>
>      options                   description
>
> -------------------------------------------------------------------------------------
----------------
>      Main
>        constant                include estimated intercepts in
> comparison; default is to exclude
>        alleqs                  use all equations to perform test;
> default is first equation only
>        skipeqs(eqlist)         skip specified equations when performing test
>        equations(matchlist)    associate/compare the specified (by
> number) pairs of equations
>        force                   force performance of test, even though
> assumptions are not met
>        df(#)                   use # degrees of freedom
>        sigmamore               base both (co)variance matrices on
> disturbance variance estimate from
>                                  efficient estimator
>        sigmaless               base both (co)variance matrices on
> disturbance variance estimate from
>                                  consistent estimator
>
>        tconsistent(string)     consistent estimator column header
>        tefficient(string)      efficient estimator column header
>
> ...etc.
>
> HTH,
> John.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> __________________________________________
>
> On 18.09.2011 22:02, Pasquale Pazienza wrote:
>  > Dear Mark and other Statalister,
>  >
>  > Many thanks for all your replies. I tried to solve my problem through
> following your
>  > suggestions, but in my STATA version 10 I do not find any "sigmamore"
> or "sigmaless"
>  > command which can allow me to force my Hausman test. The search for
> stata commands in
>  > the help function of the software does not give me any evidence of
> their existence.
>  >
>  > Do you have any other hint?
>  >
>  > Regards,
>  >
>  > P
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