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  • Negative statistic chi2 after hausman test

    Hello everyone,
    I have panel data and my dependent variable is a dummy variable. N=801 (individuals) and T=8 (periods)
    I am running xtlogit regression in Stata. In order to choose between the fixed effect model and random effect model, I run Hausman test, but I got a negative chi2 statistic. Someone can help me?

    Thanks

  • #2
    Semiratou:
    welcome to this forum.
    Does adding the -sigmaless- or -sigmamore- options change anything?
    Kind regards,
    Carlo
    (StataNow 18.5)

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