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Re: st: Hausman test


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test
Date   Mon, 28 Jan 2013 15:19:52 -0500

A negative sign for the Hausman test may be arising because you put
the two models into the hausman command in the wrong order. David
Greenberg, Sociology Department, NYU

On Mon, Jan 28, 2013 at 5:49 AM, 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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