I need to run a hausman test after running the asclogit command, but i receive the following output
hausman unrestricted, alleqs noconstant
Note: the rank of the differenced variance matrix (6) does not equal the number of coefficients being tested (35); be sure this is what you expect, or there may be problems
computing the test. Examine the output of your estimators for anything unexpected and possibly consider scaling your variables so that the coefficients are on a similar
scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| unrestricted restricted Difference S.E.
-------------+----------------------------------------------------------------
operator |
p | 1.935428 .9100743 1.025354 .
q | 2.463483 3.848384 -1.384901 .
-------------+----------------------------------------------------------------
claro |
dregion1 | -.3050693 -.5662373 .2611679 .
dregion3 | .1019781 -.2236985 .3256766 .
dregion4 | 13.56809 13.39093 .1771662 466.6741
edad | .0484953 .0400692 .0084261 .
sexo | -.5613235 -.5807183 .0193948 .
ocupacion | -.0595027 -.1096119 .0501092 .
estadocivil | -.0355305 -.0483292 .0127987 .
estrato | -.4266044 -.4410882 .0144837 .
gastomensual | .1613323 .1399789 .0213534 .
tipodeplan | 1.807525 1.588673 .2188529 .
numerollam~s | -.1781732 -.211652 .0334789 .
-------------+----------------------------------------------------------------
movistar |
dregion1 | -.3906797 -.7674558 .3767761 .
dregion3 | .6405916 .4156477 .2249439 .
dregion4 | 13.90866 13.6566 .252054 466.6741
edad | .0561798 .0479805 .0081993 .
sexo | -.6566156 -.6914757 .03486 .
ocupacion | .1376632 .053626 .0840372 .
estadocivil | -.0205412 -.0382446 .0177034 .
estrato | -.1368058 -.1754078 .0386021 .
gastomensual | .1294743 .0998418 .0296325 .
tipodeplan | .8240569 .5911739 .232883 .
numerollam~s | -.1762186 -.2153678 .0391491 .
-------------+----------------------------------------------------------------
tigo |
dregion1 | -1.05763 -1.613683 .5560534 .
dregion3 | -1.073739 -1.672865 .5991261 .
dregion4 | -1.566133 -1.659481 .0933473 703.0024
edad | .0325973 .0256759 .0069213 .
sexo | -.6650037 -.6837585 .0187548 .
ocupacion | .1149088 .0464127 .0684961 .
estadocivil | -.11081 -.1214043 .0105944 .
estrato | -.0127986 -.046218 .0334194 .
gastomensual | .3260848 .3028032 .0232816 .
tipodeplan | 2.52217 2.331917 .1902528 .
numerollam~s | -.2446092 -.2837703 .0391611 .
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from asclogit
B = inconsistent under Ha, efficient under Ho; obtained from asclogit
Test: Ho: difference in coefficients not systematic
chi2(6) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -8.95 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
Does anyone can advise me on what to do? thanks
0 Response to Hausman test after asclogit
Post a Comment