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   Carmen Blanco <[email protected]>
To   [email protected]
Subject   Re: st: R: Hausman test
Date   Wed, 30 Jan 2013 10:25:57 +0100

Thanks, John.

2013/1/28 John Antonakis <[email protected]>:
>
> 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/

*
*   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