Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: generalized test alternative to Hausman 4


From   "Pasquale Pazienza" <p.pazienza@unifg.it>
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
> 
>      Advanced
>        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
> The Leadership Quarterly
> __________________________________________
> 
> 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
5 x 1000 - Campagna di Raccolta fondi 2011 a favore dell'Universita' degli Studi di Foggia
Sostieni la Ricerca Scientifica per il futuro della nostra societa', dei nostri giovani, della scienza. Scegli di donare il 5 x 1000 all'Universita' degli Studi di Foggia, nella tua dichiarazione dei redditi firma e inserisci il codice fiscale 94045260711
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index