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


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Durbin-Wu-Hausman test versus Hausman-Wu
Date   Tue, 18 Oct 2005 19:30:42 +0100 (BST)

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: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes



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