Hello,
I'm not a Stata user, but a reviewer of a research paper of mine has referred
me to the Stata Base Reference Manual, Vol. 4, pages 126-147. Not being a
user, I don't have a copy of that around, and our library doesn't either. I'm
interested to know how the Hausman test is implemented in Stata, Version 8.
Specifically, how is the variance of the difference of parameters calculated?
Is it simply the difference of the two separate estimated covariances, or
something more complicated? Thanks, Michael
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