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re: st: question concerning generalized hausman test for clustered std errs


From   Kit Baum <Baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re: st: question concerning generalized hausman test for clustered std errs
Date   Wed, 17 Mar 2010 22:06:36 -0400

<>
Woolton asked

I am trying to compute a Hausman test between two models both adjusted
for clustering for patient zip codes.  One model is simple OLS, the
other is IV where one variable has been instrumented. 

-----------------------
webuse nlswork, clear
// ivreg2 from SSC: see Baum-Schaffer-Stillman 2003, 2007 papers in helpfile
ivreg2 ln_wage age grade (hours = tenure south union), clu(idcode) endog(hours)
// endog option performs Durbin-Wu-Hausman test of OLS vs IV
-----------------------


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


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