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st: "partial" hausman test


From   Christopher.Grigoriou@unil.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: "partial" hausman test
Date   Wed, 29 Mar 2006 13:44:24 +0100

Dear all,


I want to run a kind of "partial" hausman test to compare two estimates. The point is that to have unbiased coefficient I have to include dummies, but I think that theses dummies make the hausman test rejecting the null hypothesis ("no systematic difference between the coefficients"). 
More precisely, I have 10 explanatory variables + 5 dummies. Then, what I want to do is to run a hausman test that would only compare the 10 coefficients associated to the 10 variables (but after an estimate including the 10 variables+the 5 dummies), without taking into account any correlation with any of the 5 dummies in the variance-covariance matrix. Do you know any mean to do this ?  

Best regards
Christopher


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