[Limdep Nlogit List] Negative Hausman Test Statistic

Tanja Frischmann frischma at wiwi.uni-frankfurt.de
Thu Jul 16 01:44:55 EST 2009


Dear all,

I try to run the Hausman statistic test in terms of fixed vs. random model
selection according to the following code: 

Namelist ; X = aa,ab,ac,ad $
Calc     ; K = Col(X) $
Regress  ; Lhs = price ; Rhs = X ; str=class ; panel ; Fixed $
Matrix   ; b0 = b(1:K)
	   ; v0 = varb $

Regress  ; Lhs = price ; Rhs = X ; str=class ; panel ; Random $
Matrix   ; b1 = b(1:K)
	   ; v1 = Part(varb,1,K,1,K) $
Matrix   ; d = b0 - b1 
	   ; vd = v0 - v1 
         ; List ; Hausman = d'<vd>d $
Calc     ; List ; Ctb(.95,K) $

Unfortunately, the result for the Hausman test is negative instead of
positive. 

Any suggestion would be greatly appreciated. Thanks for your help,

Tanya



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