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st: Problems with FE and Hausman test


From   "John Templeton" <[email protected]>
To   [email protected]
Subject   st: Problems with FE and Hausman test
Date   Tue, 18 Feb 2014 21:06:38 -0500

My situation is as follows:
Dependent Variable: % students graduating high school within 4 years
Independent Varibles (8): Measures of administrative authority held by state over education matters (vs. local vs. shared). Each measure ranges from 1-30.
Unit of Anaylsis: States (23)
Time: 3 years
Observations: 69

I've been trying to determine if I should account for fixed effects or random or pooled OLS but cannot get a Hausman score.

1) I ran the Breusch and Pagan Lagrangian multiplier test for random effects

.xtreg PERCENTGRAD IV1 IV2 IV3 IV4 IV5 IV6 IV7 IV8 , re i(State_ID)
.xttest0

And get : chibar2(01) = 21.62 Prob > chibar2 = 0.0000

2) Then I tried to run the F test for Fixed-effects (within) regression. All 8 of my independent variables for FE are "omitted because of collinearity" but I still get an "F test that all u_i=0: F(22, 46) = 8.75 Prob > F = 0.0000)"

3) Since both nulls are rejected I then try to get a hausman test to determine whether I need to address fixed or random. I run this:
 
xtreg PERCENTGRAD IV1 IV2 IV3 IV4 IV5 IV6 IV7 IV8 , re
estimates store fixed_group
xtreg PERCENTGRAD IV1 IV2 IV3 IV4 IV5 IV6 IV7 IV8 , fe
hausman fixed_group

The hausman test then reports "no common coefficients names (eq:coef), nothing to test."

Any ideas?

Thanks!
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