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st: Durbin-Wu-Hausman test versus Hausman-Wu


From   Tinna <[email protected]>
To   [email protected]
Subject   st: Durbin-Wu-Hausman test versus Hausman-Wu
Date   Tue, 18 Oct 2005 14:09:12 -0400

Dear Statalisters,

Does anyone know the difference between the Durbin-Wu-Hausman test and
the Hausman-Wu test?

Both results are given with the ivendog command (after ivreg2). I have
never seen the statistics differ greatly.

Thanks
Tinna

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