I got the following result in Hausman test, What should i do and how do i proceed?
HTML Code:
hausman fe re
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
CL | -.0121911 -.0120548 -.0001363 .0016311
FirmSize | 1.814593 3.923975 -2.109381 1.705931
Lindex | -2.710985 -2.534758 -.1762273 .0146764
Leveragera~o | -.4077949 -.3784348 -.0293601 .02599
Disputedta~s | .0131212 .0124233 .0006979 .0018266
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -118.84 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test

Comment