Hi,
For my thesis I am doing a panel data analyses, and I am trying to perform an Haussmen test to determine random or fixed effects model.
However, with the outcome of the haussman test I get the following output.
How can I best solve this problem? (I already tried the sigmamore test, but this still does not work)
hausman fe re, sigmamore
Note: the rank of the differenced variance matrix (0) does not equal the number of coefficients
being tested (4); 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.
-------------+----------------------------------------------------------------
sacd | .0009592 .0009592 0 0
meanvaluee~c | 915.4605 915.4605 0 0
industrydu~y | -9.789869 -9.789869 0 0
firmsizeco~l | -3.293249 -3.293249 0 0
------------------------------------------------------------------------------
b = Consistent under H0 and Ha; obtained from xtreg.
B = Inconsistent under Ha, efficient under H0; obtained from xtreg.
Thankyou!
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