Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Hausman test in multilevel modeling

    I'm building a two-level multilevel model with variables at student and school level, I assume a level twon endogeneity, i.e. between school and student characteristics. I'd like to confirm or invalidate this hypothesis using the Hausman test. I enter the following command, but it gives me an error I don't understand
    Click image for larger version

Name:	Capture5.PNG
Views:	1
Size:	8.7 KB
ID:	1741613



    HTML Code:
     mixed Nrdtlectf  diflcev1ir avoirfaim rvauxdome11ique langue1arlé Nbelvdanslécole nbsalledeclasse agedirecteur || id_ecole: , covariance(unstructured)
    HTML Code:
     hausman fixed ., sigmamore

  • #2
    I'm confused. In general, the Hausman test compares a model that is known to be consistent to another model which may be more efficient. I'm also not used to seeing it in the multi-level model context: I usually see it used with the panel style fixed and random effects models.

    So what two models do you want to compare here exactly?
    Last edited by Daniel Schaefer; 30 Jan 2024, 16:57.

    Comment

    Working...
    X