Hausman test for RE done by MLE

[M. Yun]

I conducted a hausman test comparing fixed effects vs random effects with the MLE option. I got back back the following error message, and I don't understand why this is happening, because I of course used the same equation with the same explanatory variables:

. hausman fixed ., sigmamore
no coefficients in common; specify equations(matchlist)
for problems with different equation names.
r(498);

[Andrew Musau]

webuse grunfeld, clear
xtreg invest mvalue kstock, fe
est sto fe
xtreg invest mvalue kstock, mle
hausman fe ., equations(1:1)

Res.:

. hausman fe ., equations(1:1)

                 ---- Coefficients ----
             |      (b)          (B)            (b-B)     sqrt(diag(V_b-V_B))
             |       fe           .          Difference       Std. err.
-------------+----------------------------------------------------------------
      mvalue |    .1101238     .1097626        .0003611        .0058042
      kstock |    .3100653      .307942        .0021234        .0029578
------------------------------------------------------------------------------
                          b = Consistent under H0 and Ha; obtained from xtreg.
           B = Inconsistent under Ha, efficient under H0; obtained from xtreg.

Test of H0: Difference in coefficients not systematic

    chi2(2) = (b-B)'[(V_b-V_B)^(-1)](b-B)
            =   1.33
Prob > chi2 = 0.5151