Search found 2 matches
- Wed Apr 25, 2018 5:32 am
- Forum: Estimation
- Topic: Error Message in Hausman Test: Insufficient number of common coefficients to test
- Replies: 3
- Views: 4086
Re: Error Message in Hausman Test: Insufficient number of common coefficients to test
Don't have enough data? How is that possible considering my model has only one IV? Sounds as though you don't have enough data. In particular, the error probably suggests that estimating the fixed effects model requires dropping regressors to account for singularities (i.e., there are non-time varyi...
- Tue Apr 24, 2018 8:22 am
- Forum: Estimation
- Topic: Error Message in Hausman Test: Insufficient number of common coefficients to test
- Replies: 3
- Views: 4086
Error Message in Hausman Test: Insufficient number of common coefficients to test
I did a Balanced Panel Regression Analysis using Random Effects (15 companies, six years per company). The Hausman test cannot be computed because an error message occurs. The error message states "Insufficient number of common coefficients to test". What is this error all about and what i...