hausman: Hausman test
In micsr: Microeconometrics with R
hausman R Documentation
Hausman test
Description
Hausman test; under the null both models are consistent but one of
them is more efficient, under the alternative, only one model is
consistent
Usage
hausman(x, y, omit = FALSE, ...)
## S3 method for class 'ivreg'
hausman(x, y, omit = FALSE, ...)
## S3 method for class 'micsr'
hausman(x, y, omit = NULL, ...)
Arguments
x
the first model,
y
the second model
omit
a character containing the effects that are removed from the test
...
further arguments
Value
an object of class "htest".
Author(s)
Yves Croissant
References
\insertRefHAUS:78micsr
micsr documentation built on May 29, 2024, 7:32 a.m.
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| hausman | R Documentation |
Hausman test
Description
Hausman test; under the null both models are consistent but one of them is more efficient, under the alternative, only one model is consistent
Usage
hausman(x, y, omit = FALSE, ...)
## S3 method for class 'ivreg'
hausman(x, y, omit = FALSE, ...)
## S3 method for class 'micsr'
hausman(x, y, omit = NULL, ...)
Arguments
x |
the first model, |
y |
the second model |
omit |
a character containing the effects that are removed from the test |
... |
further arguments |
Value
an object of class "htest".
Author(s)
Yves Croissant
References
\insertRefHAUS:78micsr
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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