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st: Hausman Test for a subset of parameters


From   Carlos Aller Arranz <caller@merlin.fae.ua.es>
To   statalist@hsphsun2.harvard.edu
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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