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Re: st: Hausman test


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test
Date   Mon, 28 Jan 2013 17:10:51 +0500

Before posting a search on Statalist's arhives might have suggested
you to check for -xtoverid-.
HTH
Anees

On Mon, Jan 28, 2013 at 3:49 PM, Carmen Blanco <blnco.mc@gmail.com> wrote:
> Dear statalist,
>
> I have some problem with Hausman test. When I compare between random
> effects and fixed effects with Hausman test, Stata reports me this:
>
>                   chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>                           =   -45.27    chi2<0 ==> model fitted on these
>                                         data fails to meet the asymptotic
>                                         assumptions of the Hausman test;
>                                         see suest for a generalized test
>
> Could someone tell me, please, how to solve this problem in order to
> know if my model is random or fixed effects?
>
> Thanks
>
> C.B.
> *
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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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