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st: RE: Xtoverid Hausman test


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Xtoverid Hausman test
Date   Wed, 21 Sep 2011 01:08:06 +0100

Vikram,

The problem isn't your fault.  -xtoverid- was written before Stata
introduced the omitted variable operator "o".  Variables are being
dropped from your estimation and being reported as such with an "o." in
front of them, and -xtoverid- doesn't understand this.

If you estimate your equation but exclude these variables yourself
instead of letting Stata do it, -xtoverid- should work.

HTH,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> vikramfinavker
> Sent: 20 September 2011 22:49
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Xtoverid Hausman test
> 
> Hi,
> 
> I am using xtoverid to calculate the hausman test for my 
> random and fixed effects regression. As i am new to this 
> option i don't know how to use it properly. i read the help 
> file but couldn't understand it properly. Any help in this 
> regard is really appreciated.
> 
> This is what i did so far.
> 
> 1. I am using Unbalanced panel data: is it fine?
> 
> 2. Regression Model:
> 
> xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets
> vw1asvol1 vw1excessftse100 vw1curratio d2-d11 yr_99- yr_10, robust
> cluster(firmid)
> 
> 3. Command for test:
> xtoverid
> 
> After running this i got the following error.
> 
> o. operator not allowed
> 
> Am i doing something wrong or do i have to do something else?
> Could you please advise me how can i do this?
> 
> 
> --
> View this message in context: 
> http://statalist.1588530.n2.nabble.com/Xtoverid-Hausman-test-t
p6813950p6813950.html
> Sent from the Statalist mailing list archive at Nabble.com.
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