2. It's there a command in Stata that solves heterokedasticity and autocorrelation problems -like the xtpcse command for panel data linear models- for binary dependent variable models in panel data? Thank you for reading this, Javier Guti�rrez Department of Economics Rovira i Virgili Universit...
Note:This FAQ is for users of Stata 5. It is not relevant for Stata 6, which includes thehausmancommand to perform the Hausman specification test. Stata 5: How do I test endogeneity? How do I perform a Durbin–Wu–Hausman test?
---stata8 以后 hausman 检验是用 hausman 命令 xtreg y x, fe est store fixed xtreg y x,re est store random hausman fixed ---xtreg lnchanzhi lnziben lnrenshu jiaoyi,feFixed-effects (within) regression Number of obs = 38Group variable (i): diqu Number of...
not perform the Hausman test. I used the -mlogtest- command after running -mlogit-, in different versions: I tried -mlogtest, iia-, -mlogtest, hausman-, and -mlogtest, smhsiao-. Stata will do the Small-Hsiao test, but it won't run the -mlogtest, iia- and -mlogtest, hausman- because...
Hi Statalisters: I ran a multinomial logistic regression with a 3-category dependent variable (the IVs include one continuous variable and 8 dummies), and wanted to test the IIA assumption. The problem is that -mlogtest- will not perform the Hausman test. I used the -mlogtest- command after...
assumptions of the Hausman test; see suest for a generalized test -- Muhammad Anees MSc in Economics The University of Sheffield United Kingdom * * For searches and help try: *http://www.stata.com/help.cgi?search*http://www.stata.com/support/statalist/faq*http://www.ats.ucla.edu/sta...
I'm trying to run the Hausman test to compare my estimates from XTREG, FE to those from XTREG, RE, as described in the STATA 5.0 Reference Manual. I get the following error message after submitting the xthaus command: "Estimate of sigma_u = 0, random-effects estimator has degenerated to...
“xtivreg, re” and output of stata does not suggest that it is a FE vs RE test like in the previous case... Moreover, p-value = 0.4112, so I cannot reject the null hypothesis. If this was a FE vs RE test, the conclusion would be that RE model is preferred (it is consistent ...
Command for test: xtoverid After running this i got the following error. o. operator not allowed Am i doing something wrong or do i have to do something else? Could you please advise me how can i do this? -- View this message in context: http://statalist.1588530.n2.nabble.com/Xt...
To"<"<statalist@hsphsun2.harvard.edu> Subjectst: Suest, score variable, hausman test DateThu, 13 May 2004 15:27:48 +0200 Good Afternoon/morning to all. I am trying to run a Generalised Hausman test to test for random effects in my model, using the "suest" command. The help file...