Hi, I stumbled over the fact that 'hausman' cannot be executed after 'panel'. It is documented that you must estimate a --pooled-- model with OLS to be able to run hausman afterwards. It took me a while to understand the logic: After 'panel ... --random-effects' the Hausman test is already carried out automatically, and you can retrieve the result via $hausman. I will add this hint to the command ref for 'hausman'. (While we're at it: The following output of 'hausman' is probably not marked for translation in the sources: Variance estimators: between = 258,452 within = 5,55967 Panel is unbalanced: theta varies across units ) thanks sven