hausman

hausman.ivreg

hausman.micsr

Hausman test; under the null both models are consistent but one of
them is more efficient, under the alternative, only one model is
consistent

htest

Functions, data sets and examples for the book: Yves Croissant (2024) "Microeconometrics with R", Chapman and Hall/CRC The R Series. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Yves Croissant

micsr

Microeconometrics with R

hausman function

<dl><dt>x</dt>
<dd>the first model,</dd>
<dt>y</dt>
<dd>the second model</dd>
<dt>omit</dt>
<dd>a character containing the effects that are removed from the test</dd>
<dt>...</dt>
<dd>further arguments</dd></dl>

Arguments

Author

Hausman test — hausman

<dl>

<dt>x</dt>
<dd>the first model,</dd>


<dt>y</dt>
<dd>the second model</dd>


<dt>omit</dt>
<dd>a character containing the effects that are removed from the test</dd>


<dt>...</dt>
<dd>further arguments</dd>

</dl>

hausman: Hausman test

Description

Usage

Value

Arguments

Author

References