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st: Hausman test
From
Carmen Blanco <[email protected]>
To
[email protected]
Subject
st: Hausman test
Date
Sun, 11 Nov 2012 12:08:18 +0100
Dear statalist,
1) Could someone tell me please how to calculate Hausman test in this case:
Test: Ho: difference in coefficients not systematic
chi2(7) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -8.84 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
2) And could someone tell me please why did it happen?
I appreciate it
Regards
Carmen
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