<>
Are you sure you have respected the advice in the help file -h hausman-:
"specify to hausman the models in the order "always consistent" first and
"efficient under H0" second."?
A reversal of the models reverses the sign of the test statistic...
****
qui{
webuse nlswork4, clear
xtreg ln_wage age msp ttl_exp, fe
estimates store fixed
xtreg ln_wage age msp ttl_exp, re
est store re
}
hausman fixed .
//reversed
hausman re fixed
****
Apart from that, Stata offers you -suest- as a general alternative...
HTH
Martin
_______________________
----- Original Message -----
From: "Yee Kyoung Kim" <[email protected]>
To: <[email protected]>
Sent: Friday, May 01, 2009 8:44 AM
Subject: st: negative haumsan test statistics
Dear subscribers,
I would like to test system GMM is consistent in comparison with FE.
For this purpose, I did "hausman gmm fe" and keep getting the negative
statistics.
Are there anybody to help me understand what is the problem?
Thanks in advance.
Best,
YK
--
Yee Kyoung Kim
Department of Economics
PhD candidate, Seoul National University, Seoul, Korea
(Phone) 016-595-6148
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