hausman: Hausman test

In ivpanel: Instrumental Panel Data Models

Description

Hausman test

Usage

hausman(fixed, random)

Arguments

fixed	is the fixed effect object function
random	is the random effect object function

Value

Chisq the hausman statistic

P-value the probability value

df the degree of freedom

Examples

pib<-as.matrix(c(12,3,4,0.4,0.7,5,0.7,0.3,0.6,89,7,8,45,7,4,5,0.5,5),nrows=18,ncols=1)
tir<-as.matrix(c(12,0.3,4,0.4,7,12,3.0,6.0,45,7.0,0.8,44,65,23,4,6,76,9),nrows=18,ncols=1)
inf<-as.matrix(c(1.2,3.6,44,1.4,0.78,54,0.34,0.66,12,0.7,8.0,12,65,43,5,76,65,8),nrows=18,ncols=1)
npl<-as.matrix(c(0.2,3.8,14,2.4,1.7,43,0.2,0.5,23,7.8,88,36,65,3,44,65,7,34),nrows=18,ncols=1)
#create a data frame
mdata<-data.frame(p=pib,t=tir,int=inf,np=npl)
#fit the fixed function
fx<-ivpan(t~p+int|p+np,mdata,n=6,t=3,model="fe")
# fit the random function
ran<-ivpan(t~p+int|p+np,mdata,n=6,t=3,model="re")
# the Hausman test
hausman(fx,ran)

Example output

Hausman Test
Chisq: 0.09884681 
P-value: 0.9517781 
df: 2

ivpanel documentation built on May 2, 2019, 4:01 a.m.