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RHAUSMAN: Stata module to perform Robust Hausman Specification Test

Author

Listed:
  • Boris Kaiser

    (University of Bern)

Programming Language

Stata

Abstract

This command implements a (cluster-)robust version of the Hausman specification test using a bootstrap procedure. For example, this test can be used to compare random effects (RE) vs. fixed effects (FE) models in the case where the RE-GLS estimator is not fully efficient due to heteroskedasticity or serial correlation.

Suggested Citation

  • Boris Kaiser, 2014. "RHAUSMAN: Stata module to perform Robust Hausman Specification Test," Statistical Software Components S457909, Boston College Department of Economics, revised 07 Nov 2015.
    • Handle: RePEc:boc:bocode:s457909
    Note: This module should be installed from within Stata by typing "ssc install rhausman". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/rhausman.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rhausman.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Giray Gozgor & Priya Ranjan, 2017. "Globalisation, inequality and redistribution: Theory and evidence," The World Economy, Wiley Blackwell, vol. 40(12), pages 2704-2751, December.
    2. Michel Dumont, 2015. "Working Paper 05-15 - Evaluation of federal tax incentives for private R&D in Belgium: An update," Working Papers 1505, Federal Planning Bureau, Belgium.
    3. Jha, Priyaranjan & Gozgor, Giray, 2019. "Globalization and taxation: Theory and evidence," European Journal of Political Economy, Elsevier, vol. 59(C), pages 296-315.
    4. Muravyev, Alexander, 2017. "Boards of directors in Russian publicly traded companies in 1998–2014: Structure, dynamics and performance effects," Economic Systems, Elsevier, vol. 41(1), pages 5-25.
    5. Gnangnon, Sèna Kimm, 2021. "WTO membership, the membership duration and the utilization of non-reciprocal trade preferences offered by the QUAD Countries," EconStor Preprints 247265, ZBW - Leibniz Information Centre for Economics.
    6. Giray Gozgor, 2019. "Effects of the agricultural commodity and the food price volatility on economic integration: an empirical assessment," Empirical Economics, Springer, vol. 56(1), pages 173-202, January.

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