English, Article edition: HAUSMAN: Stata module to compute a Hausman test statistic (version 5) Jeroen Weesie

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Bookmark: http://trove.nla.gov.au/version/102333
Physical Description
  • code
Language
  • English

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Title
  • HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
Author
  • Jeroen Weesie
Physical Description
  • code
Notes
  • hausman computes a Hausman test-statistic H for a hypothesis Ho. The test is based on the difference between two estimates b1 and b2. Under Ho, b1 is assumed to be consistent and efficient estimate with asymptotic covariance matrix V1. The alternative estimator b2, with asymptotic covariance matrix V2, is consistent --but usually inefficient--both under Ho and the alternative hypothesis Ha. This module is obsolete in Stata version 6.0, which contains a built-in hausman command.
  • RePEc:boc:bocode:s323502
Language
  • English
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