Re: st: Hausman test

[Carmen Blanco <blnco.mc@gmail.com>]

Thanks David. I have checked your indication and I have solved my problem.

I appreciate it.

Regards,

C.B.

2013/1/28 David Greenberg <dg4@nyu.edu>:
> 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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