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From | vikramfinavker <vikramfinavker@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Hausman fe re stata 10 & 11 |
Date | Tue, 20 Sep 2011 09:03:43 -0700 (PDT) |
Hi, Currently i am using stata 11 and running following regressions. Random effects: xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets vw1asvol1 vw1excessftse100 vw1curratio d2-d11 yr_99- yr_10, robust (est store re) Fixed effects: xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets vw1asvol1 vw1excessftse100 vw1curratio yr_99- yr_10, robust fe (est store fe) After each regressions i am storing residuals to calculate hausman test. when i run hausman fe re it gives me following error. . hausman fe re hausman cannot be used with vce(robust), vce(cluster cvar), or p-weighted data r(198); When i do the same thing in state 10 it computes the hausman test and gives me proper results. is anyone aware about this problem. How can i solve this. or should i remove robust option from the regression. ?? -- View this message in context: http://statalist.1588530.n2.nabble.com/Hausman-fe-re-stata-10-11-tp6812809p6812809.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/