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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 11 Hausman test.

From: Trade liberalization and premature deindustrialization in Colombia

 

Coefficients

 

(b)

(B)

(b − B)

root(diag(V_b − V_B))

 

Fixed effects

Random effects

Difference

Standard errors

AET

0.178321

0.1934864

− 0.0216544

 

ME exports/total exports

− 0.501472

− 0.0749419

0.0247947

0.0142754

GDP per capita

− 0.0012573

− 0.0005217

− 0.0007356

0.0002191

international trade/GDP

− 0.0087361

0.0268002

− 0.0355363

0.0155522

FDI/GDP

− 0.2839273

− 0.4304603

0.146533

0.0536757

Real exchange rate

− 0.0196157

− 0.0196283

0.0000125

 

b = consistent under Ho y Ha; obtained from xtreg

B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: Ho: difference in coefficients is not systematic

chi2(5) = (b − B)′[(V_b − V_B)^(−1)](b − B)

 = 40.59

Prob > chi2 = 0.0000