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Re: st: AW: predict residuals in Stata 10

From   Marco Buur <>
Subject   Re: st: AW: predict residuals in Stata 10
Date   Tue, 25 Jan 2011 09:59:43 +0100

Dear Stata members

I run hausman and xtoverid test to determine re versus fe option. The
both results are very close but <0.05 which indicates fe option.  As
results are very close to 0.05 , do you think i can do something more
to make final decision or just run fe option?

Hausman test
Test:  Ho:  difference in coefficients not systematic

                chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                        =        7.94
              Prob>chi2 =      0.0473

Sargan-Hansen statistic   8.009  Chi-sq(3)    P-value = 0.0458

Thanks Marco

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