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Re: st: hausman test


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: hausman test
Date   Tue, 17 Jul 2012 10:51:07 +0200

Hi:

Download -xtoverid- from SSC. Run -xtreg- and after you estimate your model simply type xtoverid. This test can accommodate a robust vce too, and is a generalized form of the Hausman test (to examine whether one can constrain the fixed-effects to not correlate with the regressors, which is a canned constraint made by the random-effects estimator). Help -help xtoverid- for more information.

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 16.07.2012 20:56, Ozgur Ozdemir wrote:

hi,
when I run the Hausman test I get the following message"V_b-V_B is not positive definite", then if I run the test the other way around Like "hausman random fixed" then I get a negative Chi-Square model fitted on these  data fails to meet the asymptotic assumptions of the Hausman test; see suest for a generalized test. ?


kind regards
Ozgur
  		 	   		
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