Hi!
1) I'm having trouble conducting a Hausman-test for my xtpoisson, getting the respons:
chi2(37) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -4631.45 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
I've done it in the correct order eg: fe re. And as I understand it I can't use "suest" for xtpoisson? It requires predict and score which I don't find as an option for xtpoisson. I have done the hausman test with xreg instead but since I am supposed to use xtpoisson I want to make the test work with this specification.
2) I also want to do a goodness of fit on my model, but get the respons:
. estat gof
subcommand estat gof is unrecognized
r(321);
So concluding that this does not work on xtpoisson either. Are there any equivalent tests I can use? I am concerned with overdispersion in my data since the variance is far greater then the mean. Or can I look past Thos when using fixed effects and robust SE witht he xtpoisson command?
My dependent variabel is FDI flow and since I do not use ln it is highly skewed.
1) I'm having trouble conducting a Hausman-test for my xtpoisson, getting the respons:
chi2(37) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -4631.45 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
I've done it in the correct order eg: fe re. And as I understand it I can't use "suest" for xtpoisson? It requires predict and score which I don't find as an option for xtpoisson. I have done the hausman test with xreg instead but since I am supposed to use xtpoisson I want to make the test work with this specification.
2) I also want to do a goodness of fit on my model, but get the respons:
. estat gof
subcommand estat gof is unrecognized
r(321);
So concluding that this does not work on xtpoisson either. Are there any equivalent tests I can use? I am concerned with overdispersion in my data since the variance is far greater then the mean. Or can I look past Thos when using fixed effects and robust SE witht he xtpoisson command?
My dependent variabel is FDI flow and since I do not use ln it is highly skewed.