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st: R: Hausman test


From   "Carlo Lazzaro" <[email protected]>
To   <[email protected]>
Subject   st: R: Hausman test
Date   Mon, 28 Jan 2013 12:09:46 +0100

Carmen may want to take a look at:

  [R] hausman in r.pdf file (Base Reference manual of Stata 12.1). Page 713
covers the topic Carmen is interested in.

Best regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Carmen Blanco
Inviato: lunedì 28 gennaio 2013 11:49
A: [email protected]
Oggetto: st: Hausman test

Dear statalist,

I have some problem with Hausman test. When I compare between random effects
and fixed effects with Hausman test, Stata reports me this:

                  chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =   -45.27    chi2<0 ==> model fitted on these
                                        data fails to meet the asymptotic
                                        assumptions of the Hausman test;
                                        see suest for a generalized test

Could someone tell me, please, how to solve this problem in order to know if
my model is random or fixed effects?

Thanks

C.B.
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