Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: R: Hausman test


From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: R: Hausman test
Date   Mon, 28 Jan 2013 19:29:42 +0100


And, also look into the user-written command -xtoverid- (avaiable from SSC), which does not have the problem you indicate.

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
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 28.01.2013 12:09, Carlo Lazzaro wrote:
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.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index