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Re: st: Hausman test


From   Carmen Blanco <blnco.mc@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test
Date   Mon, 28 Jan 2013 15:52:24 +0100

I appreciate your help,  Annes.
I´m going to check with xtoverid but,  I need to ask other question:
Do you know if I estimate with -xtreg, fe  cluster (co)- solve my
problem and why?

Thanks

C.B.

2013/1/28 Muhammad Anees <anees@aneconomist.com>:
> 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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