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st: How to perform Hausman test on only one parameter


From   Sue <likecats@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to perform Hausman test on only one parameter
Date   Sun, 13 Nov 2005 22:38:06 -0800

Dear Statalisters,

I know this is a basic question but I'm new to stata and would really
appreciate your help. I'm trying to find out the right
command/procedure to do the Hausman test on only one specific variable
in the model. And also, if it rejects, does it simply mean that the IV
estimate is better than the OLS estimate?

Thanks,

Sue

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