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  • Generalized Hausman test 'suest' after GMM estimation 'xtdpdgmm'

    Dear friends,
    I am trying to run a 'suest' generalized Hausman test after 'xtdpdgmm' estimation, I didn't use vce option at the end.
    It returns error r(322) "was estimated with a nonstandard vce (conventional)"
    which does not make sense to me.
    and when I use the 'Hausman' command it works just fine. No error there.
    Could anyone explain to me why 'suest' won't work in this case? I have an unbalanced panel. large N small T.

  • #2
    sorry...I have also found the solution I think, is to use the 'aux' option at the end. hope this helps)

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