[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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