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Re: st: Hausman test


From   Elizabeth Vieira <za@portugalmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test
Date   Fri, 10 Aug 2012 10:55:14 +0100

Thanks for your response.

On Thu, Aug 9, 2012 at 1:25 PM,  <clivelists@googlemail.com> wrote:
> An alternative is to calculate mean-deviations and group-specific means for each time-varying covariate, run your -rologit- model with all of them and then use -testparm- to conduct an F test for the additional variables. If F is significant, you retain the fixed effects in your model, which is surely what the Hausman test is there for.
>
> C
>
> -----Original Message-----
> From: Elizabeth Vieira <za@portugalmail.com>
> Sender: owner-statalist@hsphsun2.harvard.edu
> Date: Thu, 9 Aug 2012 12:31:18
> To: <statalist@hsphsun2.harvard.edu>
> Reply-To: statalist@hsphsun2.harvard.eduSubject: st: Hausman test
>
> Hello
>
> I am using the rank ordered logistic regression. When I run the
> Hausman test I get the following message"V_b-V_B is not positive
> definite" in some cases and a negative Chi-Square “model fitted on
> these data fails to meet the asymptotic assumptions of the Hausman
> test” in another. The suest test is recommended, but this cannot be
> used with rologit. How I solve this problem?
>
> Best regards
>
> Elizabeth
>
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