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st: Hausman Test for a subset of parameters
From
Carlos Aller Arranz <[email protected]>
To
[email protected]
Subject
st: Hausman Test for a subset of parameters
Date
Mon, 22 Aug 2011 11:01:05 +0200
Dear stata listers,
I want to perform a Hausman test to just a subset of the parameters. Do
you know any command to perform it?
I'm using an estimator that controles for misclassfication of the
dependent variable (curiosly developed by Hausman as well). I'm
comparing two specifications. One of them includes a set of dummies and
the other do not and I want to check if that inclusion affects the
estimates of the misclassification parameters. Any suggestion?
Thanks in advanced,
Carlos.
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