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st: St: interpret the result of Hausman test


From   "Hoang Dinh Quoc" <hoangdquoc@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: St: interpret the result of Hausman test
Date   Thu, 19 Apr 2012 15:14:37 +0700

Dear Statalist members,

I would like to ask you a question regarding the result of a Hausman test.

My question is, with this result, if I conclude that I have no problem of
endogeneity; in other words, I have no endogenous variable?

I followed these steps:
1. regress (OLS) to get a residual
2. predict weak_rest1
3. regress (OLS) using weak_rest1
4. regress 2sls using IV

Here is the result of the t test of the residual: 
. test weak_res1  
            
 ( 1)  weak_res1 = 0          
            
       F(  1,   355) =    3.34            
            Prob > F =    0.0686          

With is result, can I conclude that no endogeneity problem?

Thank you very much.

Best regards,
Hoang Dinh Quoc




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