Hausman Test help

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sxh918
Posts: 4
Joined: Sat Feb 18, 2012 5:26 am

Hausman Test help

Postby sxh918 » Sun Mar 04, 2012 3:47 pm

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?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Hausman Test help

Postby EViews Gareth » Sun Mar 04, 2012 7:53 pm


sxh918
Posts: 4
Joined: Sat Feb 18, 2012 5:26 am

Re: Hausman Test help

Postby sxh918 » Tue Mar 06, 2012 12:03 am

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?


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