Note: the rank of the differenced variance matrix (5) does not equal the number
of coefficients being tested (6); 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.
-------------+----------------------------------------------------------------
ln_gdp | -.247234 -.2526303 .0053962 .0467968
rate | -.0223536 -.0220358 -.0003178 .0012058
open | -.9044494 -.8082049 -.0962444 .0694278
tech | -.0025879 -.002584 -3.85e-06 .0002508
urb | -.009756 -.0100251 .0002691 .0031638
_cons | 4.321251 1.862516 2.458735 .
------------------------------------------------------------------------------
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(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.82
Prob>chi2 = 0.9760
(V_b-V_B is not positive definite)