Date: Sun, 24 Jul 2011 17:49:22 -0400
Reply-To: Anna Tsui <ascui@UIC.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Anna Tsui <ascui@UIC.EDU>
Subject: Hausman test in proc panel
I am running proc panel with 100 people and 4 years of data. I asked for
Hausman test to compare random versus fixed effects, but sometimes I get
the following warning:
"WARNING: Hausman statistic cannot be calculated because different
variables were dropped in the random effects model than in the fixed
I think it happens when I include a variable that does not change across
years, i.e., it only varies across people. Do you think this is the
reason? If so, what can I do to get the Hausman test?
Thanks a lot in advance.