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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   Wed, 30 Jan 2013 10:25:57 +0100

Thanks, John.

2013/1/28 John Antonakis <John.Antonakis@unil.ch>:
>
> And, also look into the user-written command -xtoverid- (avaiable from SSC),
> which does not have the problem you indicate.
>
> Best,
> J.
>
> __________________________________________
>
> John Antonakis
> Professor of Organizational Behavior
> Director, Ph.D. Program in Management
>
> Faculty of Business and Economics
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> The Leadership Quarterly
> __________________________________________
>
> 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,
>> 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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