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!
Related Posts with Hausman test
Converting continuous variable into categoricalHi, I am new to STATA and would really appreciate if someone could advise me on the following: I wou…
Convert string variable to a date variableDear Stata Users I have a string variable yearmonth: for Jan 2004 it's stored as "200401". I need t…
Getting Stata to recall the last opened directoryHi, I have been using Stata 13 on a Windows system and each time I start Stata, CTRL+O took me to t…
Random seed neededI am looking for a number or string that will be different in different runs of the same program. So…
Can we determine the significance of changes over time using cross-sectional data?Dear Statalisters, I am using data from the 2011 and 2014 Demographic Health Surveys (these are rep…
Subscribe to:
Post Comments (Atom)
0 Response to Hausman test
Post a Comment