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Re: st: Hausman test after xtnbreg and alternatives?


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test after xtnbreg and alternatives?
Date   Tue, 12 Feb 2013 00:10:58 +0500

-xtoverid-

On Mon, Feb 11, 2013 at 11:23 PM, Heewon Chae <heewon.chae@gmail.com> wrote:
> 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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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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