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st: re: Hausman test results
From
Christopher Baum <[email protected]>
To
<[email protected]>
Subject
st: re: Hausman test results
Date
Sat, 12 Feb 2011 07:02:56 -0500
<>
>xtreg et1_n is e_n lnbtm_n lnmve nege roe posacc negacc assg noddtb d1997 d1998 d1999 d2000 d2001 d2002 d2003 d2004 d2005 d2006 d2007 d2008 d2009, re
estimates store re
xtreg et1_n is e_n lnbtm_n lnmve nege roe posacc negacc assg nod dtb d1997 d1998 d1999 d2000 d2001 d2002 d2003 d2004 d2005 d2006 d2007
d2008 d2009, fe
estimates store fe
hausman re fe
Your hausman command is backwards. As is evident from the output, the first argument is the estimator which is consistent under both H0 and H1. The second command is that efficient under H0 but inconsistent under H1. Those are the fe and re estimators, respectively. RTFM!
KIt
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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