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st: Hausman Test & Interaction terms


From   kosak@gmx.de
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman Test & Interaction terms
Date   Fri, 31 Mar 2006 16:26:43 +0200 (MEST)

this is a general question,but maybe with a complex answer.
the question is:should i include interaction terms when running test
statistics?

the background:i have a large panel data set and want to estimate a wage
function which includes a lot of interaction terms. should i include them
running the hausman test or the Breusch Pagan Lagrange multiplier test?
Max

 

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