We have some dummy variables for time in our RE, and we get this answer from the hausman test:
"Cross-section test variance is invalid. Hausman statistic set to zero."
Can someone give an intution about this. If we remove the dummy for time in our model we get a test statistic.
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- Wed Dec 07, 2011 4:17 am
- Forum: Econometric Discussions
- Topic: hausman test
- Replies: 6
- Views: 20734