I am using a xtpoisson model, because I have a dependent count variable.
I want to do the hausman test to identify weather random or fixed effects are appropriate.
But when I run the command I get this error:
Command:
Code:
local controls "fs lev rdi log_cum_ccount_l" xtpoisson ccit cvc `controls' i.fyear, fe estimates store FE xtpoisson ccit cvc `controls' i.fyear, re estimates store RE hausman FE RE
Code:
hausman FE RE Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested (14); 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)) | FE RE Difference Std. err. -------------+---------------------------------------------------------------- cvc | .0098339 .0098898 -.000056 .0000255 fs | .5974155 .591949 .0054666 .0029526 lev | .0085263 .0084293 .000097 . rdi | 3.827848 3.940803 -.1129551 .0349159 log_cum_cc~l | .1256671 .1270406 -.0013735 .0011273 fyear | 2011 | .1952878 .1953048 -.000017 .000372 2012 | -.2026703 -.202584 -.0000863 .0005866 2013 | -.8893611 -.8897147 .0003537 .0008752 2014 | -1.281236 -1.281293 .0000569 .0010654 2015 | -1.940362 -1.940815 .0004539 .0012211 2016 | -3.151556 -3.151121 -.0004347 .0015606 2017 | -5.001195 -4.999619 -.0015762 .0021698 2018 | -8.85359 -8.851459 -.0021309 .0135448 2019 | -23.20433 -26.05828 2.85395 . ------------------------------------------------------------------------------ b = Consistent under H0 and Ha; obtained from xtpoisson. B = Inconsistent under Ha, efficient under H0; obtained from xtpoisson. Test of H0: Difference in coefficients not systematic chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B) = -0.00 Warning: chi2 < 0 ==> model fitted on these data fails to meet the asymptotic assumptions of the Hausman test; see suest for a generalized test.
Or is it simply okay to run this test with -xtreg-?
Kind regards,
Jana
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