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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
Hi.
Try - help hausman - which gives, among other things:
Title
[R] hausman -- Hausman specification test
Syntax
hausman name-consistent [name-efficient] [, options]
options description
-----------------------------------------------------------------------------------------------------
Main
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
Advanced
tconsistent(string) consistent estimator column header
tefficient(string) efficient estimator column header
...etc.
HTH,
John.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
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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