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Re: st: R: Hausman test

From   John Antonakis <>
Subject   Re: st: R: Hausman test
Date   Mon, 28 Jan 2013 19:29:42 +0100

And, also look into the user-written command -xtoverid- (avaiable from SSC), which does not have the problem you indicate.



John Antonakis
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On 28.01.2013 12:09, Carlo Lazzaro wrote:
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,
-----Messaggio originale-----
[] Per conto di Carmen Blanco
Inviato: lunedì 28 gennaio 2013 11:49
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?


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