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: Hausman test after xtnbreg and alternatives?
From
Muhammad Anees <[email protected]>
To
[email protected]
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 <[email protected]> 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
> *
> * 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/
--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
* 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/