Hi All,
I am using xtnbreg and I want to decide whether to choose fixed or
random effects.
When I run
xtnbreg .... , fe
estimates store fixed
xtnbreg .... , re
estimates store random
hausman fixed random
I get this result:
Test: Ho: difference in coefficients not systematic
chi2(12) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -68.68 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
What other commands or approaches I can use to check which one to use?
Unfortunately, the alternative to hausman proposed in this list,
xtoverid, does not work for xtnbreg. I would be very grateful for any
comments or suggestions that helped me to decide whether fixed or
random effects are appropriate in my case.
Thank you!
Heewon
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