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Re: st: Hausman (1978) test to determine whether the variables are jointly endogenous
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Hausman (1978) test to determine whether the variables are jointly endogenous
Date
Thu, 31 Mar 2011 12:19:21 -0400
but see also
"Testing subsets of regressors and instruments for endogeneity"
at
http://fmwww.bc.edu/repec/bocode/i/ivreg2.html
On Thu, Mar 31, 2011 at 10:51 AM, vikramfinavker
<[email protected]> wrote:
> Hi all,
>
> Could anyone please tell me how can i perform hausman (1978) test to
> determine whether the variables are jointly endogenous. This test is based
> on the difference between the OLS estimator and IV estimator.
>
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