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

st: negative Hausman test


From   "Amess, Dr K.M." <[email protected]>
To   <[email protected]>
Subject   st: negative Hausman test
Date   Thu, 11 Dec 2003 11:33:36 -0000

Dear all,

I'm using the Hausman test in order to examine the exogeneity of a variable and to see if a simultaneous equations model (reg3) is a more appropriate approach than OLS. However, I obtain a negative Hausman statistic. This occurs because the matrix Var[B-b] is not positive definite, I presume. After calculating the -hausman- test does Stata store the aforementioned matrix? If yes, what do I need to do to look at it?

Regards,
Kevin

*
*   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