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re: st: question concerning generalized hausman test for clustered std errs
From
Kit Baum <[email protected]>
To
[email protected]
Subject
re: st: question concerning generalized hausman test for clustered std errs
Date
Wed, 17 Mar 2010 22:06:36 -0400
<>
Woolton asked
I am trying to compute a Hausman test between two models both adjusted
for clustering for patient zip codes. One model is simple OLS, the
other is IV where one variable has been instrumented.
-----------------------
webuse nlswork, clear
// ivreg2 from SSC: see Baum-Schaffer-Stillman 2003, 2007 papers in helpfile
ivreg2 ln_wage age grade (hours = tenure south union), clu(idcode) endog(hours)
// endog option performs Durbin-Wu-Hausman test of OLS vs IV
-----------------------
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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