[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: panel data hausman negative
Quoting paula garcia <email@example.com>:
> Hi all,
> I would be very grateful if someone could give a hint on the
> 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.
> http://www.latinmail.com. Gratuito, latino y en espaņol.
> * 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/
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed. If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail. In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail. Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail. Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
* For searches and help try: