, and 13 for the R implementation.
Best wishes,
Giovanni
-- original message
Date: Sun, 28 Oct 2012 16:03:43 -0700
From: Joshua Wiley jwiley.ps...@gmail.com
To: fxen3k f.seha...@gmail.com
Cc: r-help@r-project.org
Subject: Re: [R] Hausman test in R
Message-ID
Given my acknowledged statistical ignorance, I tried to find a *solution
*in this forum...
And this is not primarily a statistical issue, it is an issue about the
Hausman test in the R environment.
I cannot imagine, no one in this forum has ever done a Hausman test on OLS
regressions.
I read
, fit3sls )
print( h )
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https://stat.ethz.ch
, if the coefficient for the residuals is statistically significant,
there is endogeneity.
Is this approach correct?
p.s: My p-value is 0.1138...
Thanks for your help
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:
data = lots of data :)
x1 - data$x1
x2 - data$x2
x3 - data$x3
x4 - data$x4
y1 - data$y1
reg1 - summary(lm(y1 ~ x1 + x2 + x3 + x4))
Thanks in advance for any support!
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the data:
data = lots of data :)
x1 - data$x1
x2 - data$x2
x3 - data$x3
x4 - data$x4
y1 - data$y1
reg1 - summary(lm(y1 ~ x1 + x2 + x3 + x4))
Thanks in advance for any support!
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http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html
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reg1 - summary(lm(y1 ~ x1 + x2 + x3 + x4))
Thanks in advance for any support!
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http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html
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