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st: Hausman fe re stata 10 & 11


From   vikramfinavker <vikramfinavker@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman fe re stata 10 & 11
Date   Tue, 20 Sep 2011 09:03:43 -0700 (PDT)

Hi,

Currently i am using stata 11 and running following regressions.

Random effects:
xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets
vw1asvol1 vw1excessftse100 vw1curratio d2-d11 yr_99- yr_10, robust

(est store re)
Fixed effects:

xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets
vw1asvol1 vw1excessftse100 vw1curratio yr_99- yr_10, robust fe
(est store fe)

After each regressions i am storing residuals to calculate hausman test.
when i run hausman fe re it gives me following error.

. hausman fe re
hausman cannot be used with vce(robust), vce(cluster cvar), or p-weighted
data
r(198);


When i do the same thing in state 10 it computes the hausman test and gives
me proper results. is anyone aware about this problem. How can i solve this.
or should i remove robust option from the regression. ??


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