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st: RE: "V_b-V_B is not positive definite" / XTOVERID

From   Alexandra Guisinger <[email protected]>
To   [email protected]
Subject   st: RE: "V_b-V_B is not positive definite" / XTOVERID
Date   Tue, 2 Sep 2008 10:41:16 -0400

Dear Mark and others,

I am using stata 9.2 updated July 2007 and so was able to use both the
-sigmamore- and -sigmaless- options after xtreg. However, even when I
ran "hausman FE_all RE_all, sigmamore" and as a check hausman FE_all
RE_all, sigmaless", I still received the message "(V_b-V_B is not
positive definite)" in both cases.

Given the advantages of the artificial regression approach, I went
ahead and used xtoverid instead. So at this point - unless this is
signaling a problem with my data - I am just curious as to why I am
getting the message when using sigmaless or sigmamore should guarantee
a positive outcome.



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