Displaying 1 result from an estimated 1 matches for "reg1_resid".
2012 Oct 28
6
Hausman test in R
Hi there,
I am really new to statistics in R and statistics itself as well.
My situation: I ran a lot of OLS regressions with different independent
variables. (using the lm() function).
After having done that, I know there is endogeneity due to omitted
variables. (or perhaps due to any other reasons).
And here comes the Hausman test. I know this test is used to identify
endogeneity.
But what I