hausman fe re ,constant sigmamore
Note: the rank of the differenced variance matrix (11) does not equal the
number of coefficients being tested (14); be sure this is what you
expect, or there may be problems computing the test. Examine the
output of your estimators for anything unexpected and possibly consider
scaling your variables so that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fe re Difference S.E.
-------------+----------------------------------------------------------------
ifr | .0015359 .0015883 -.0000525 .0004813
efr | -.0001395 .0000671 -.0002066 .0002529
bcr | .0018811 .0017099 .0001712 .0003781
tcr | -.0015461 -.0000588 -.0014873 .000599
LnTA | .0644398 .0741233 -.0096835 .009148
roa | -.0064644 -.0057463 -.0007181 .0006175
roe | .0006393 .0003303 .000309 .0001898
gpm | .0017683 .0018263 -.000058 .0003078
gtr | -.0001991 -.0002017 2.58e-06 .0000168
gnp | 8.58e-07 -1.49e-09 8.60e-07 1.40e-06
cr | -.0000156 -.0000142 -1.42e-06 2.17e-06
tat | -.0000328 -.0001099 .0000771 .0000408
itr | -6.97e-09 -8.97e-09 2.00e-09 2.46e-09
_cons | -.0699899 -.1922252 .1222353 .0926443
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(11) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 9.55
Prob>chi2 = 0.5712
(V_b-V_B is not positive definite)