# Re: st: xthausman after xtivreg, fe/re

 From [email protected] To [email protected] Subject Re: st: xthausman after xtivreg, fe/re Date Wed, 22 Dec 2004 07:15:48 -0600

```Here is an example:

. use http://www.stata-press.com/data/r8/nlswork.dta
(National Longitudinal Survey.  Young Women 14-26 years of age in 1968)

. qui xtivreg ln_w age* not_smsa (tenure = union south) , fe i(idcode)

. est store fixed

. qui xtivreg ln_w age* not_smsa (tenure = union south) ,  i(idcode)

. hausman fixed .

---- Coefficients ----
|      (b)          (B)            (b-B)     sqrt(diag(V_b-V_B))
|     fixed          .          Difference          S.E.
-------------+----------------------------------------------------------------
tenure |    .2452291     .1768498        .0683793         .037028
age |   -.0651322    -.0333235       -.0318088        .0123994
not_smsa |   -.0159519    -.2135208        .1975688        .0321544
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtivreg
B = inconsistent under Ha, efficient under Ho; obtained from xtivreg

Test:  Ho:  difference in coefficients not systematic

chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
=     3319.20
Prob>chi2 =      0.0000

Hope this helps,
Scott

----- Original Message -----
From: Katarina Lynch <[email protected]>
Date: Wednesday, December 22, 2004 6:59 am
Subject: Re: st: xthausman after xtivreg, fe/re

> sorry.
>
> here is what I do:
>
> . xtivreg y x1 x2 x3, fe
> . xtivreg y x1 x2 x3
> . xthausman
>

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```