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From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Xtoverid Hausman test |
Date | Wed, 21 Sep 2011 01:08:06 +0100 |
Vikram, The problem isn't your fault. -xtoverid- was written before Stata introduced the omitted variable operator "o". Variables are being dropped from your estimation and being reported as such with an "o." in front of them, and -xtoverid- doesn't understand this. If you estimate your equation but exclude these variables yourself instead of letting Stata do it, -xtoverid- should work. HTH, Mark > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > vikramfinavker > Sent: 20 September 2011 22:49 > To: statalist@hsphsun2.harvard.edu > Subject: st: Xtoverid Hausman test > > Hi, > > I am using xtoverid to calculate the hausman test for my > random and fixed effects regression. As i am new to this > option i don't know how to use it properly. i read the help > file but couldn't understand it properly. Any help in this > regard is really appreciated. > > This is what i did so far. > > 1. I am using Unbalanced panel data: is it fine? > > 2. Regression Model: > > xtreg vw1edf5dec alldev09 vw1mvgroslev vw1retoncap100 vw1lntotassets > vw1asvol1 vw1excessftse100 vw1curratio d2-d11 yr_99- yr_10, robust > cluster(firmid) > > 3. Command for test: > xtoverid > > After running this i got the following error. > > o. operator not allowed > > Am i doing something wrong or do i have to do something else? > Could you please advise me how can i do this? > > > -- > View this message in context: > http://statalist.1588530.n2.nabble.com/Xtoverid-Hausman-test-t p6813950p6813950.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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/