Hi all,

I am running a panel time series regression testing Fixed Effects and Random
Effects. I decided to calculate the chi-sq value for the Hausman test in
both R (Phtest) and Stata. I get different results. Even within Stata,
calculating the Chi-sq value with the canned procedure or by hand (using
matrices) gives different results. So, the question should come up there as
well.

Does anybody have any insight on how to pick which results to use? I guess
the one that gives the result I want? Having different programs give quite
different values for the same tests is frustrating me.  I'd be interested in
any feedback folks have!

Thanks,
Steve

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