Hausman test with probability of 1
Posted: Tue Nov 12, 2013 9:44 pm
Pls help me, I use Hausman test between REM and FEM models. the result shows that probability is 1.
Is there anything wrong? So, should I choose REM?
Much appriciated.
I copy the my result here.
Correlated Random Effects - Hausman Test
Equation: EQ01
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.000000 3 1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
** WARNING: estimated cross-section random effects variance is zero.
Is there anything wrong? So, should I choose REM?
Much appriciated.
I copy the my result here.
Correlated Random Effects - Hausman Test
Equation: EQ01
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.000000 3 1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
** WARNING: estimated cross-section random effects variance is zero.