ict.hausman.test: Hausman Specification Test for Two List Experiment Regression...

View source: R/ict.hausman.test.R

ict.hausman.testR Documentation

Hausman Specification Test for Two List Experiment Regression Fit Objects

Description

Hausman Specification Test for Two List Experiment Regression Fit Objects

Usage

ict.hausman.test(ml, nls, abs = FALSE, psd = FALSE)

Arguments

ml

Maximum likelihood model fit, for example from ictreg(method = "ml")

nls

NLS model fit, for example from ictreg(method = "nls")

abs

Flag to override error when Hausman statistic is negative, which may indicate misspecification. Set to FALSE to override.

psd

Flag to override error when variance-covariance difference is non-positive semidefinite, suggesting misspecification. Set to TRUE to override.

Value

List containing Hausman statistic, p-value, and the degrees of freedom of the test.


list documentation built on May 29, 2024, 11:57 a.m.