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st: Hausman test


From   Carmen Blanco <blnco.mc@gmail.com>
To   statalist@hsphsun2.harvard.edu
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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