Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: St: interpret the result of Hausman test
From
"Hoang Dinh Quoc" <[email protected]>
To
<[email protected]>
Subject
st: St: interpret the result of Hausman test
Date
Thu, 19 Apr 2012 15:14:37 +0700
Dear Statalist members,
I would like to ask you a question regarding the result of a Hausman test.
My question is, with this result, if I conclude that I have no problem of
endogeneity; in other words, I have no endogenous variable?
I followed these steps:
1. regress (OLS) to get a residual
2. predict weak_rest1
3. regress (OLS) using weak_rest1
4. regress 2sls using IV
Here is the result of the t test of the residual:
. test weak_res1
( 1) weak_res1 = 0
F( 1, 355) = 3.34
Prob > F = 0.0686
With is result, can I conclude that no endogeneity problem?
Thank you very much.
Best regards,
Hoang Dinh Quoc
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/