Displaying 2 results from an estimated 2 matches for "endogenty".
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endogeneity
2011 Jan 16
1
Hausman Test
Hi,
can anybody tell me how the Hausman test for endogenty works?
I have a simulated model with three correlated predictors (X1-X3). I also
have an instrument W for X1
Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from
the equation).
My current approach:
library(systemfit)
fit2sls <- systemfit(Y~X1,data=data,method="2SL...
2011 Jan 17
2
How to still processing despite bug errors?
...: Holger Steinmetz <Holger.steinmetz@web.de>
> To: r-help@r-project.org
> Subject: [R] Hausman Test
> Message-ID: <1295186828415-3220016.post@n4.nabble.com>
> Content-Type: text/plain; charset=us-ascii
>
>
> Hi,
>
> can anybody tell me how the Hausman test for endogenty works?
>
> I have a simulated model with three correlated predictors (X1-X3). I also
> have an instrument W for X1
>
> Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from
> the equation).
>
> My current approach:
>
> library(systemfit)
>
>...