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Re: st: Hausman (1978) test to determine whether the variables are jointly endogenous
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Hausman (1978) test to determine whether the variables are jointly endogenous
Date
Thu, 31 Mar 2011 17:09:47 -0400
Turns out my message was cut off, cutting out the first and second
lines and therefore the link to -ivendog- (which has the ref you omit,
also omitted by the help file for -ivreg2-).
On Thu, Mar 31, 2011 at 12:19 PM, Austin Nichols
<[email protected]> wrote:
> <[email protected]>:
> http://fmwww.bc.edu/repec/bocode/i/ivendog.html
> but see also
> "Testing subsets of regressors and instruments for endogeneity"
> at
> http://fmwww.bc.edu/repec/bocode/i/ivreg2.html
>
> On Thu, Mar 31, 2011 at 10:51 AM, vikramfinavker
> <[email protected]> wrote:
>> Hi all,
>>
>> Could anyone please tell me how can i perform hausman (1978) test to
>> determine whether the variables are jointly endogenous. This test is based
>> on the difference between the OLS estimator and IV estimator.
>>
>
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