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Re: st: panel data hausman negative

From   Mark Schaffer <>
To, paula garcia <>
Subject   Re: st: panel data hausman negative
Date   Mon, 29 Sep 2003 21:01:46 +0100 (BST)


Quoting paula garcia <>:

> Hi all,
> I would be very grateful if someone could give a hint on the
> following.
> I have a panel data set and, when using the hausman test, I do not
> get a useful result (chi2 is negative). I know about the command
> suest. But to use suest the estimation must have been undertaken
> using a "score()" option. But as far as I can see this "score()"
> option is not defined for "xtreg".

Can you give us a more detailed description of what hypotheses you're 
testing?  Sometimes the Hausman statistic is guaranteed to be positive, 
and if you're getting a negative number it's a sign that something's 
wrong.  Other times a negative Hausman statistic is possible, and can be 
interpreted as simply being below the relevant critical value, i.e., you 
fail to reject the null.  It all depends on the application.


> Any help is very much wellcomed.
> Thank you.
> Paula
> _________________________________________________________
>  Gratuito, latino y en espaņol.
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008


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