Re: [R] Hausman test in R

2012-10-29 Thread Millo Giovanni
, 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

Re: [R] Hausman test in R

2012-10-29 Thread fxen3k
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

Re: [R] Hausman test in R

2012-10-29 Thread John C Frain
, fit3sls ) print( h ) -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716p4647774.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] Hausman test in R

2012-10-29 Thread fxen3k
, 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 -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716p4647800.html Sent from the R help mailing

[R] Hausman test in R

2012-10-28 Thread fxen3k
: 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! -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html Sent from the R help mailing

Re: [R] Hausman test in R

2012-10-28 Thread Bert Gunter
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! -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html Sent from

Re: [R] Hausman test in R

2012-10-28 Thread Joshua Wiley
reg1 - summary(lm(y1 ~ x1 + x2 + x3 + x4)) Thanks in advance for any support! -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r