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Re: st: Hausman test after xtnbreg and alternatives?


From   Heewon Chae <heewon.chae@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test after xtnbreg and alternatives?
Date   Mon, 11 Feb 2013 17:18:01 -0500

Thanks for the reply but I don't think the two can be good
alternatives. 1) xtoverid doesn't work for xtnbreg. 2) doing it with a
reverse order doesn't give a right statistic.
(http://www.stata.com/statalist/archive/2004-08/msg00251.html)

Is there anyone who can help this out?

Thanks!


On Mon, Feb 11, 2013 at 2:10 PM, Muhammad Anees <anees@aneconomist.com> wrote:
> -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
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
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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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*
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