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Re: st: Hausman test after xtnbreg and alternatives?
From
David Greenberg <[email protected]>
To
[email protected], Heewon Chae <[email protected]>
Subject
Re: st: Hausman test after xtnbreg and alternatives?
Date
Mon, 11 Feb 2013 18:11:07 -0500
Your model is not overidentified, so an overidentification test is
irrelevant. When you say that you do not get "a right statistic" by
reversing the order of the models in the command, what do you mean by
that? If you want help you have to show us what you get. David
Greenberg
On Mon, Feb 11, 2013 at 5:18 PM, Heewon Chae <[email protected]> wrote:
> Thanks for the reply but I don't think the two can be good
> alternatives. 1) xtoverid doesn't work for xtnbreg. 2) doing it with a
> reverse order doesn't give a right statistic.
> (http://www.stata.com/statalist/archive/2004-08/msg00251.html)
>
> Is there anyone who can help this out?
>
> Thanks!
>
>
> On Mon, Feb 11, 2013 at 2:10 PM, Muhammad Anees <[email protected]> wrote:
>> -xtoverid-
>>
>> On Mon, Feb 11, 2013 at 11:23 PM, Heewon Chae <[email protected]> wrote:
>>> Hi All,
>>>
>>> I am using xtnbreg and I want to decide whether to choose fixed or
>>> random effects.
>>>
>>> When I run
>>> xtnbreg .... , fe
>>> estimates store fixed
>>> xtnbreg .... , re
>>> estimates store random
>>> hausman fixed random
>>>
>>> I get this result:
>>>
>>> Test: Ho: difference in coefficients not systematic
>>>
>>> chi2(12) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>>> = -68.68 chi2<0 ==> model fitted on these
>>> data fails to meet the asymptotic
>>> assumptions of the Hausman test;
>>> see suest for a generalized test
>>>
>>> What other commands or approaches I can use to check which one to use?
>>> Unfortunately, the alternative to hausman proposed in this list,
>>> xtoverid, does not work for xtnbreg. I would be very grateful for any
>>> comments or suggestions that helped me to decide whether fixed or
>>> random effects are appropriate in my case.
>>>
>>>
>>> Thank you!
>>> Heewon
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>> --
>>
>> Best
>> ---------------------------
>> Muhammad Anees
>> Assistant Professor/Programme Coordinator
>> COMSATS Institute of Information Technology
>> Attock 43600, Pakistan
>> http://www.aneconomist.com
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/