Transcription of hausman — Hausman specification test - Stata
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hausman — Hausman specification test - Stata
Hausman specification testDescriptionQuick startMenuSyntaxOptionsRemarks and examplesStored resultsMethods and formulasAcknowledgmentReferencesAlso seeDescriptionhausmanperforms Hausman s (1978) specification startHausman test for stored modelsconsistentandefficienthausman consistent efficientAs above, but compare fixed-effects and random-effects linear regression modelshausman fixed random, sigmamoreEndogeneity test afterivprobitandprobitwith estimates stored inivandnoivhausman iv noiv, equations(1:1)Test of independence of irrelevant alternatives for model with all alternativesalland model withomitted alternativeomittedhausman omitted all, alleqs constantMenuStatistics>Postestimation12 Hausman Hausman specification testSyntaxhausmanname-consistent[name-ef ficient] [,options]name-consistentandname-efficie ntare names under which estimation results were stored viaesti-mates store; see [R]estimates store.
Test of H0: Difference in coefficients not systematic chi2(3) = (b-B)’[(V_b-V_B)^(-1)](b-B) = 260.40 Prob > chi2 = 0.0000 Under the current specification, our initial hypothesis that the individual-level effects are adequately modeled by a random-effects model is resoundingly rejected. This result is based on the rest of our
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