Tinna,
> Dear Statalisters,
>
> Does anyone know the difference between the Durbin-Wu-Hausman test and
> the Hausman-Wu test?
It's discussed very briefly in the help file for ivendog. The references
cited therein (in particular, Baum et al.) will tell you the precise
difference.
Cheers,
Mark
> Both results are given with the ivendog command (after ivreg2). I have
> never seen the statistics differ greatly.
>
> Thanks
> Tinna
>
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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