I need to run a Hausman test in eviews 7 but the following error appears each time :
* Cross-section test variance is invalid. Hausman statistic set to zero.
** WARNING: robust standard errors may not be consistent with
assumptions of Hausman test variance calculation.
How do I run the Hausman test without robust standard errors?
Hausman Test help
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EViews Gareth
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Re: Hausman Test help
My lecturer suggested I do the following:
1) to do the hausman test in regressions without robust standard errors 2) analyse 3) run the regressions with robust errors.
Would this work?
1) to do the hausman test in regressions without robust standard errors 2) analyse 3) run the regressions with robust errors.
Would this work?
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