Hi! my name is Karina. I run a Hausman test on my stata using command:
quietly xtreg ecgrowth jubgrowth sukubunga inflation, fe
estimates store fe
quietly xtreg ecgrowth jubgrowth sukubunga inflation, re
estimates store re
hausman fe re
and it come up with this:
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -2.36 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
after searching for a little while, i found another option for doing the hausman test; it's either using xtoverid or sigmaless/sigmamore. Later, i try to use this as my command:
xtreg ecgrowth jubgrowth sukubunga inflation if t>=2004 & t<=2021, re
xtoverid
di r(j)
est store re
xtreg ecgrowth jubgrowth sukubunga inflation if t>=2004 & t<=2021, fe
hausman fe re, sigmaless
is this the right command to run the hausman test? if not, then would anyone help me to give the right command? im so confused and on the edge of a thesis deadline. Thank you for anyone replying!
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