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RE: re:st: Hausman test
From
Ricardo Ovaldia <[email protected]>
To
[email protected]
Subject
RE: re:st: Hausman test
Date
Tue, 3 Jan 2012 12:26:20 -0800 (PST)
Thank you. I am not using -mle-. When I use it, Hausman replies:
"no coefficients in common; specify equations(matchlist)
for problems with different equation names."
and when I include the option -equations(1:1)- , Hausman fails and states "...see suest for a generalized test"
Ricardo
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
--- On Tue, 1/3/12, Lachenbruch, Peter <[email protected]> wrote:
> From: Lachenbruch, Peter <[email protected]>
> Subject: RE: re:st: Hausman test
> To: "[email protected]" <[email protected]>
> Date: Tuesday, January 3, 2012, 2:17 PM
> I got a similar error when i use the
> MLE estimation option. When i removed it, the problem
> went away.
>
> Tony
>
> ________________________________________
> From: [email protected]
> [[email protected]]
> On Behalf Of Christopher Baum [[email protected]]
> Sent: Tuesday, January 03, 2012 10:39 AM
> To: [email protected]
> Subject: re: re:st: Hausman test
>
> <>
> "the rank of the differenced variance matrix (8) does not
> equal the number of coefficients being tested (9)..."
>
> The two -xtreg- model are the same. Only difference is the
> -fe- option in the first model. I get estimates for all the
> covariates in both models so I am not sure why I am getting
> this message. Any ideas?
>
>
> Without seeing the output from both models and from the
> test, hard to tell. But note that xtreg, re can include
> time-invariant variables (such as race or gender)
> while xtreg,fe will drop them. That's probably not the
> case, as you say you get coefficients for all variables, but
> there has to be some reason that the
> differenced VCE is rank-deficient. You are using the
> sigmamore or sigmaless option on hausman, per the help file
> suggestion, right?
>
> 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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