Hausman test

[martina bazzoli]

Hello all,
I have to compare two models: xtpcse and xtivreg2
I have used the hausman comand, but in some cases it doesn't work. The error is "model fitted on these data fails to meet the asymptotic assumptions of the Hausman test; see suest for a generalized test".
I tried to use the suest comand but it doesn't work. The error is "ols was estimated with a nonstandard vce (Panel-corrected)".
Any suggestion?
Thank you very much

[Carlo Lazzaro]

Martina:
welcome to this forum.
You may want to take a look at the community-contributed module -rhausman-.
In addition, see the -suest- entry in Stata .pdf manual about going -vce(cluster clusterid)- with -suest- only and not with the ols to be included in -suest- procedure.