HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
Abstracthausman computes a Hausman test-statistic H for a hypothesis Ho. The test is based on the difference between two estimates b1 and b2. Under Ho, b1 is assumed to be consistent and efficient estimate with asymptotic covariance matrix V1. The alternative estimator b2, with asymptotic covariance matrix V2, is consistent --but usually inefficient--both under Ho and the alternative hypothesis Ha. This module is obsolete in Stata version 6.0, which contains a built-in hausman command.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S323502.
Programming language: Stata
Date of creation: 22 Oct 1997
Date of revision:
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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