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Re: st: R: Hausman test


From   Carmen Blanco <blnco.mc@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: R: Hausman test
Date   Mon, 28 Jan 2013 15:39:24 +0100

Thanks Carlo

2013/1/28 Carlo Lazzaro <carlo.lazzaro@tiscalinet.it>:
> Carmen may want to take a look at:
>
>   [R] hausman in r.pdf file (Base Reference manual of Stata 12.1). Page 713
> covers the topic Carmen is interested in.
>
> Best regards,
> Carlo
> -----Messaggio originale-----
> Da: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Carmen Blanco
> Inviato: lunedì 28 gennaio 2013 11:49
> A: statalist@hsphsun2.harvard.edu
> Oggetto: st: Hausman test
>
> 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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