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Re: st: generalized test alternative to Hausman 4

From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: generalized test alternative to Hausman 4
Date   Sun, 18 Sep 2011 22:07:10 +0200


Try - help hausman - which gives, among other things:


    [R] hausman -- Hausman specification test


        hausman name-consistent [name-efficient] [, options]

    options                   description
constant include estimated intercepts in comparison; default is to exclude alleqs use all equations to perform test; default is first equation only
      skipeqs(eqlist)         skip specified equations when performing test
equations(matchlist) associate/compare the specified (by number) pairs of equations force force performance of test, even though assumptions are not met
      df(#)                   use # degrees of freedom
sigmamore base both (co)variance matrices on disturbance variance estimate from
                                efficient estimator
sigmaless base both (co)variance matrices on disturbance variance estimate from
                                consistent estimator

      tconsistent(string)     consistent estimator column header
      tefficient(string)      efficient estimator column header




Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 18.09.2011 22:02, Pasquale Pazienza wrote:
> Dear Mark and other Statalister,
> Many thanks for all your replies. I tried to solve my problem through following your > suggestions, but in my STATA version 10 I do not find any "sigmamore" or "sigmaless" > command which can allow me to force my Hausman test. The search for stata commands in > the help function of the software does not give me any evidence of their existence.
> Do you have any other hint?
> Regards,
> P
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