Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xthausman


From   "M Silva" <[email protected]>
To   [email protected]
Subject   st: xthausman
Date   Wed, 26 Feb 2003 23:21:45 +0000

I was wondering if anyone could help me with the following.

After estimating a random-errors panel data model, I want to implement the Hausman test with the following command:

. xthausman


However, the output I get is:

Estimate of sigma_u = 0, random-effects estimator has degenerated to pooled
OLS and the Wald test from xthausman may not be appropriate. See [R] hausman
for a more general implementation of the Hausman test.
r(459);

Does anyone know what I should do in order to implement the Hausman test for random errors in such case? Can I use the �hausman, save� and �hausman� commends?

Thank you very much for your help.

M. Silva





_________________________________________________________________
Stay in touch with absent friends - get MSN Messenger http://messenger.msn.co.uk

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index