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  • Hausman test: p-value=1

    Hi everyone,

    I am estimated Spatial FE and RE model. I have 33 cross-sectional units and 264 observations in total. My model has 13 explanatory variables, 7 of which are time-dummies I know it is not recommendable to have so many variable, considering my degrees of freedom..Nevertheless, I estimate this model.

    my question relates to Hausman test having p-value very close to one (value-0.999). Is this a valid results of the test? Looks doubtful to me.

    Thank you for any clarification.

  • #2
    You'll increase your chance of a helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    This looks like something worth further investigation, but such a value is possibly meaningful.

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    • #3
      Mina:
      I agree with Phil's wise recommendation to post what you typed and what Stata gave you back via CODE delimiters to increase your chances of getting helpful replies.
      I would be interested in reading the output of -xtreg, fe- and -xtreg, re- along with the -hausman- one.
      Kind regards,
      Carlo
      (Stata 18.0 SE)

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