Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: hausman's test with ivreg2


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: hausman's test with ivreg2
Date   Fri, 20 Apr 2007 11:16:42 -0400

Mark said

Since the test statistic reported by the -endog- option can be
interpreted as a "vector of contrasts" test, it is telling you that the
coeffs may look "quite different", but statistically speaking, they
aren't.


That is, the data lack sufficient information to estimate the parameters very precisely, and point estimates that appear 'quite different' to the naked eye cannot be distinguished from each other due to that lack of precision in estimation.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index