Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: Xtoverid Hausman test
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
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: [email protected]
> [mailto:[email protected]] On Behalf Of
> vikramfinavker
> Sent: 20 September 2011 22:49
> To: [email protected]
> 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/