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Re: st: panel data hausman negative


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, paula garcia <paulagarciag@latinmail.com>
Subject   Re: st: panel data hausman negative
Date   Mon, 29 Sep 2003 21:01:46 +0100 (BST)

Paula,

Quoting paula garcia <paulagarciag@latinmail.com>:

> 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.

--Mark

> 
> Any help is very much wellcomed.
> 
> Thank you.
> 
> Paula
> 
> 
> 
> 
> _________________________________________________________
> http://www.latinmail.com.  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
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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