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From |
"Hoang Dinh Quoc" <hoangdquoc@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: St: interpret the result of Hausman test |

Date |
Mon, 23 Apr 2012 20:45:29 +0700 |

Many thanks for your explanation. Best, Quoc -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis Sent: Monday, April 23, 2012 3:51 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: St: interpret the result of Hausman test Yes. As per the message below, I would sooner trust the iv estimator (IF you have strong instruments). Best, J. __________________________________________ 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 23.04.2012 04:37, Hoang Dinh Quoc wrote: > Dear Prof. > > Thank you for your help. > > Yes, I am sure that I am using the same control variables in the models. > > For reg: the syntax I used is: > .regress depvar indepvar1 indepvar2 indepvar3 indepvar4 endovar > > For ivreg2: > .ivreg2 depvar indepvar1 indepvar2 indepvar3 indepvar4 (endovar = IV), > endog(endovar) > > With this result, I think I can conclude that I have endogeneity problem, > right? So what to do in order to solve this problem? > > > Best, > Quoc > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis > Sent: Friday, April 20, 2012 5:21 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: St: interpret the result of Hausman test > > Odd that your OLS estimates is not significant and the iv estimate is. > Perhaps others can shed light on this. > > Are you sure you are including the same control variables (exogenous) in > each model? > > What, precisely, is the syntax for the reg and ivreg2 models? > > J. > > __________________________________________ > > 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 20.04.2012 11:37, Hoang Dinh Quoc wrote: >> Thank you very much for your explanation, Prof. >> >> Yes, it seems to be quite different between iv and ols; for the variable x >> (suspect var for endogenous), the model ols shows the coefficient is > .03589 >> and the p-value 0.615; but the ivreg2 shows coefficient .3302337 and p > value >> 0.020. >> Did you mean that I would better take the ovreg2 for the final result? >> >> Best, >> Quoc >> >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis >> Sent: Friday, April 20, 2012 3:53 PM >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: St: interpret the result of Hausman test >> >> According to the endog test, your regressor is probably endogenous >> (given that you are close to the commonly-determined critical value of p >> < .05) and thus requires instrumenting. Are the estimates of iv and ols >> very different? If they are, and if your instruments are strong , which >> they seem to be judging form the Anderson test and the Stock-Yogo >> critical values, you may be better off trusting the inefficient iv >> estimate, than the efficient (but probably inconsistent) OLS estimate. >> >> See: http://www.stata.com/statalist/archive/2012-03/msg01264.html >> >> Best, >> J. >> >> __________________________________________ >> >> 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 20.04.2012 10:18, Hoang Dinh Quoc wrote: >>> Thanks. Below is what I got by ivreg2 y (x = z), endog(x). You talked >> about >>> the p-value 0.0600, right? Does this mean that we can conclude no >>> endogeneity problem? >>> >>> Best, >>> Quoc >>> >>> >>> >>> Underidentification test (Anderson canon. corr. LM statistic): >>> 49.520 >>> Chi-sq(1) P-val = >> 0.0000 >> > ---------------------------------------------------------------------------- >>> -- >>> Weak identification test (Cragg-Donald Wald F statistic): >> 53.345 >>> Stock-Yogo weak ID test critical values: 10% maximal IV size >> 16.38 >>> 15% maximal IV size >> 8.96 >>> 20% maximal IV size >> 6.66 >>> 25% maximal IV size >> 5.53 >>> Source: Stock-Yogo (2005). Reproduced by permission. >>> > ---------------------------------------------------------------------------- >>> Sargan statistic (overidentification test of all instruments): >> 0.000 >>> (equation exactly >>> dentified) >>> -endog- option: >>> Endogeneity test of endogenous regressors: >> 3.538 >>> Chi-sq(1) P-val = >> 0.0600 >>> Regressors tested: sc_tie_weak >>> > ---------------------------------------------------------------------------- >>> -- >>> Instrumented: sc_tie_weak >>> Included instruments: sc_tie_strong sex income_cat_07 alter_SIOPs >> head_siops >>> market_close ethnic headage leader hhknown >> access_cre >>> Cre_Con mass_media Road_constraint red_gre >>> no_extension_contact _Idistrict_2 _Idistrict_3 >>> _Idistrict_4 _Idistrict_5 _Idistrict_6 > _Idistrict_7 >>> Excluded instruments: loan_bank_job >>> >>> >>> >>> >>> -----Original Message----- >>> From: owner-statalist@hsphsun2.harvard.edu >>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis >>> Sent: Friday, April 20, 2012 3:03 PM >>> To: statalist@hsphsun2.harvard.edu >>> Subject: Re: st: St: interpret the result of Hausman test >>> >>> No. I meant -endog- and not -orthog-. >>> >>> Do you have the latest version of ivreg2? >>> >>> . which ivreg2 >>> c:\ado\plus\i\ivreg2.ado >>> *! ivreg2 3.1.04 19mar2012 >>> *! authors cfb& mes >>> *! see end of file for version comments >>> >>> If not, updated your ivreg2 file: >>> >>> ssc install ivreg2, replace >>> >>> Then redo the iv-regression and see what you get. >>> >>> Best, >>> J. >>> >>> __________________________________________ >>> >>> 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 20.04.2012 09:50, Hoang Dinh Quoc wrote: >>>> Dear Prof. Antonakis, >>>> >>>> Thank you very much for your suggestion. >>>> >>>> >>>> >>>> For your suggestion: >>>> >>>> hausman one two, sigmamore >>>> What does that give? >>>> >>>> The result is below; I guess something went wrong with this result, >> right? >>>> >>>> b = consistent under Ho and Ha; obtained from regress >>>> >>>> B = inconsistent under Ha, efficient under Ho; obtained from >>>> ivregress >>>> >>>> >>>> >>>> Test: Ho: difference in coefficients not systematic >>>> >>>> >>>> >>>> chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B) >>>> >>>> = -3.33 chi2<0 ==> model fitted on >> these >>>> data fails to meet the >> asymptotic >>>> assumptions of the Hausman >> test; >>>> see suest for a generalized >> test >>>> Your comment: "ivreg2 y (x = z), endog(x)". I guess you meant option >>>> 'orthog' right? Because endog did not work on my Stata; I am using Stata >>> 10. >>>> Below is the result; according to this result, as the P-value (0.0600) > is >>>> bigger than 0.5, I guess I can conclude x is not endogenous, right? >>>> >>>> > ---------------------------------------------------------------------------- >>>> -- >>>> Sargan statistic (Lagrange multiplier test of excluded instruments): >>>> 3.538 >>>> Chi-sq(1) P-val = >>>> 0.0600 >>>> -orthog- option: >>>> Sargan statistic (eqn. excluding suspect orthogonality conditions): >>>> 0.000 >>>> Chi-sq(0) P-val = >>>> . >>>> C statistic (exogeneity/orthogonality of suspect instruments): >>>> 3.538 >>>> Chi-sq(1) P-val = >>>> 0.0600 >>>> >>>> >>>> >>>> >>>> >>>> Best, >>>> >>>> Quoc >>>> >>>> >>>> >>>> >>>> >>>> >>>> >>>> -----Original Message----- >>>> From: owner-statalist@hsphsun2.harvard.edu >>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John > Antonakis >>>> Sent: Thursday, April 19, 2012 8:42 PM >>>> To: statalist@hsphsun2.harvard.edu >>>> Subject: Re: st: St: interpret the result of Hausman test >>>> >>>> >>>> >>>> Do: >>>> >>>> >>>> >>>> hausman one two, sigmamore >>>> >>>> >>>> >>>> What does that give? If the hausman test is still NPD try: >>>> >>>> >>>> >>>> ivreg2 y (x = z), endog(x) >>>> >>>> >>>> >>>> Also, did you try it in sem as I suggested? >>>> >>>> >>>> >>>> If the p value of the endogeneity test is< .05 then x is endogenous. >>>> >>>> >>>> >>>> However, if your sample is small the test might not have much power (so >>>> >>>> I would be worried about endogeneity if< .10). If you have good > reason >>>> to believe that x is endogenous then the iv estimator should be > retained. >>>> >>>> >>>> HTH, >>>> >>>> J. >>>> >>>> >>>> >>>> __________________________________________ >>>> >>>> >>>> >>>> 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 19.04.2012 10:39, Hoang Dinh Quoc wrote: >>>> >>>>> Dear Prof. Antonakis, >>>>> Thank you very much for your quick support. >>>>> I followed your suggestion: >>>>> "reg y x >>>>> est store one >>>>> ivregress 2sls y (x=z) >>>>> est store two >>>>> hausman one two" >>>>> And I got this result: >>>>> Test: Ho: difference in coefficients not systematic >>>>> chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B) >>>>> = 3.31 >>>>> Prob>chi2 = 0.0687 >>>>> (V_b-V_B is not positive definite) >>>>> With is result, can I conclude that no endogeneity problem? >>>>> Thanks, >>>>> Best, >>>>> Hoang Dinh Quoc >>>>> -----Original Message----- >>>>> From: owner-statalist@hsphsun2.harvard.edu >>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John >> Antonakis >>>>> Sent: Thursday, April 19, 2012 3:23 PM >>>>> To: statalist@hsphsun2.harvard.edu >>>>> Subject: Re: st: St: interpret the result of Hausman test >>>>> Hi: >>>>> I am not quite sure what you have done here. >>>>> If you want to do this "by hand" do an augmented regression: >>>>> http://www.stata.com/support/faqs/stat/endogeneity.html >>>>> Else, use the -endog- option in the user-written program, ivreg2, >>>>> available from ssc (i.e., ssc install ivreg2, replace), e.g. (for >>>>> dependent variable y, endogenous regressor x, and instrument z): >>>>> ivreg2 y (x = z), endog(x). >>>>> Or do the usual hausman test via Stata, e.g., >>>>> reg y x >>>>> est store one >>>>> ivregress 2sls y (x=z) >>>>> est store two >>>>> hausman one two >>>>> Finally, you can do this in the new Stata command, -sem- using maximum >>>>> likelihood: >>>>> sem (y<-x) (x<-z), cov(e.y*e.x) >>>>> The test of the correlation between the disturbances is the Hausman >>>>> test, as we explain in detail here: >>>>> Antonakis, J., Bendahan, S., Jacquart, P.,& Lalive, R. (2010). On >>>>> making causal claims: A review and recommendations. The Leadership >>>>> Quarterly, 21(6). 1086-1120. >>>>> http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf >>>>> For more basic explanations see: >>>>> Antonakis, J., Bendahan, S., Jacquart, P.,& Lalive, R. (submitted). >>>>> Causality and endogeneity: Problems and solutions. In D.V. Day (Ed.), >>>>> The Oxford Handbook of Leadership and Organizations. >>>>> http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf >>>>> HTH, >>>>> J. >>>>> __________________________________________ >>>>> 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 19.04.2012 10:14, Hoang Dinh Quoc wrote: >>>>> > Dear Statalist members, >>>>> > >>>>> > I would like to ask you a question regarding the result of a >>> Hausman >>>>> test. >>>>> > >>>>> > My question is, with this result, if I conclude that I have > no >>>> problem of >>>> >>>>> > endogeneity; in other words, I have no endogenous variable? >>>>> > >>>>> > I followed these steps: >>>>> > 1. regress (OLS) to get a residual >>>>> > 2. predict weak_rest1 >>>>> > 3. regress (OLS) using weak_rest1 >>>>> > 4. regress 2sls using IV >>>>> > >>>>> > Here is the result of the t test of the residual: >>>>> > . test weak_res1 >>>>> > >>>>> > ( 1) weak_res1 = 0 >>>>> > >>>>> > F( 1, 355) = 3.34 >>>>> > Prob> F = 0.0686 >>>>> > >>>>> > With is result, can I conclude that no endogeneity problem? >>>>> > >>>>> > Thank you very much. >>>>> > >>>>> > Best regards, >>>>> > Hoang Dinh Quoc >>>>> > >>>>> > >>>>> > >>>>> > >>>>> > * >>>>> > * For searches and help try: >>>>> > * http://www.stata.com/help.cgi?search >>>>> > * http://www.stata.com/support/statalist/faq >>>>> > * http://www.ats.ucla.edu/stat/stata/ >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/statalist/faq >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/statalist/faq >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>> * >>>> >>>> * For searches and help try: >>>> >>>> * http://www.stata.com/help.cgi?search >>>> >>>> * http://www.stata.com/support/statalist/faq >>>> >>>> * http://www.ats.ucla.edu/stat/stata/ >>>> >>>> -----Original Message----- >>>> From: owner-statalist@hsphsun2.harvard.edu >>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John > Antonakis >>>> Sent: Thursday, April 19, 2012 8:42 PM >>>> To: statalist@hsphsun2.harvard.edu >>>> Subject: Re: st: St: interpret the result of Hausman test >>>> >>>> Do: >>>> >>>> hausman one two, sigmamore >>>> >>>> What does that give? If the hausman test is still NPD try: >>>> >>>> ivreg2 y (x = z), endog(x) >>>> >>>> Also, did you try it in sem as I suggested? >>>> >>>> If the p value of the endogeneity test is< .05 then x is endogenous. >>>> >>>> However, if your sample is small the test might not have much power (so >>>> I would be worried about endogeneity if< .10). If you have good > reason >>>> to believe that x is endogenous then the iv estimator should be > retained. >>>> HTH, >>>> J. >>>> >>>> __________________________________________ >>>> >>>> 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 19.04.2012 10:39, Hoang Dinh Quoc wrote: >>>>> Dear Prof. Antonakis, >>>>> >>>>> Thank you very much for your quick support. >>>>> >>>>> I followed your suggestion: >>>>> "reg y x >>>>> est store one >>>>> ivregress 2sls y (x=z) >>>>> est store two >>>>> hausman one two" >>>>> >>>>> And I got this result: >>>>> >>>>> Test: Ho: difference in coefficients not systematic >>>>> >>>>> chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B) >>>>> = 3.31 >>>>> Prob>chi2 = 0.0687 >>>>> (V_b-V_B is not positive definite) >>>>> >>>>> With is result, can I conclude that no endogeneity problem? >>>>> >>>>> Thanks, >>>>> Best, >>>>> Hoang Dinh Quoc >>>>> >>>>> >>>>> >>>>> -----Original Message----- >>>>> From: owner-statalist@hsphsun2.harvard.edu >>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John >> Antonakis >>>>> Sent: Thursday, April 19, 2012 3:23 PM >>>>> To: statalist@hsphsun2.harvard.edu >>>>> Subject: Re: st: St: interpret the result of Hausman test >>>>> >>>>> Hi: >>>>> >>>>> I am not quite sure what you have done here. >>>>> >>>>> If you want to do this "by hand" do an augmented regression: >>>>> >>>>> http://www.stata.com/support/faqs/stat/endogeneity.html >>>>> >>>>> Else, use the -endog- option in the user-written program, ivreg2, >>>>> available from ssc (i.e., ssc install ivreg2, replace), e.g. (for >>>>> dependent variable y, endogenous regressor x, and instrument z): >>>>> >>>>> ivreg2 y (x = z), endog(x). >>>>> >>>>> Or do the usual hausman test via Stata, e.g., >>>>> >>>>> reg y x >>>>> est store one >>>>> ivregress 2sls y (x=z) >>>>> est store two >>>>> hausman one two >>>>> >>>>> Finally, you can do this in the new Stata command, -sem- using maximum >>>>> likelihood: >>>>> >>>>> sem (y<-x) (x<-z), cov(e.y*e.x) >>>>> >>>>> The test of the correlation between the disturbances is the Hausman >>>>> test, as we explain in detail here: >>>>> >>>>> Antonakis, J., Bendahan, S., Jacquart, P.,& Lalive, R. (2010). On >>>>> making causal claims: A review and recommendations. The Leadership >>>>> Quarterly, 21(6). 1086-1120. >>>>> http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf >>>>> >>>>> For more basic explanations see: >>>>> >>>>> Antonakis, J., Bendahan, S., Jacquart, P.,& Lalive, R. (submitted). >>>>> Causality and endogeneity: Problems and solutions. In D.V. Day (Ed.), >>>>> The Oxford Handbook of Leadership and Organizations. >>>>> http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf >>>>> >>>>> >>>>> HTH, >>>>> J. >>>>> >>>>> __________________________________________ >>>>> >>>>> 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 19.04.2012 10:14, Hoang Dinh Quoc wrote: >>>>> > Dear Statalist members, >>>>> > >>>>> > I would like to ask you a question regarding the result of a >>> Hausman >>>>> test. >>>>> > >>>>> > My question is, with this result, if I conclude that I have > no >>>> problem of >>>>> > endogeneity; in other words, I have no endogenous variable? >>>>> > >>>>> > I followed these steps: >>>>> > 1. regress (OLS) to get a residual >>>>> > 2. predict weak_rest1 >>>>> > 3. regress (OLS) using weak_rest1 >>>>> > 4. regress 2sls using IV >>>>> > >>>>> > Here is the result of the t test of the residual: >>>>> > . test weak_res1 >>>>> > >>>>> > ( 1) weak_res1 = 0 >>>>> > >>>>> > F( 1, 355) = 3.34 >>>>> > Prob> F = 0.0686 >>>>> > >>>>> > With is result, can I conclude that no endogeneity problem? >>>>> > >>>>> > Thank you very much. >>>>> > >>>>> > Best regards, >>>>> > Hoang Dinh Quoc >>>>> > >>>>> > >>>>> > >>>>> > >>>>> > * >>>>> > * For searches and help try: >>>>> > * http://www.stata.com/help.cgi?search >>>>> > * http://www.stata.com/support/statalist/faq >>>>> > * http://www.ats.ucla.edu/stat/stata/ >>>>> >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/statalist/faq >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>>> >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/statalist/faq >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/statalist/faq >>>> * http://www.ats.ucla.edu/stat/stata/ >>>> >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/statalist/faq >>>> * http://www.ats.ucla.edu/stat/stata/ >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: St: interpret the result of Hausman test***From:*John Antonakis <John.Antonakis@unil.ch>

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