On Saturday 09 October 2010 14:37:35 Holger Steinmetz wrote: > Dear folks, > > can anybody point me in the right direction on how to conduct a hausman > test for endogeneity in simultanous equation models? > > Best, > Holger
hausman.systemfit [1] should be what you are looking for. Cheers Giuseppe [1] http://cran.r-project.org/web/packages/systemfit/systemfit.pdf ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
