Hausman Test help
Posted: 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?
* 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?