haustest: Hausman test

In tobit1: One Equation Tobit Model

Hausman test

Description

Hausman test

Usage

haustest(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

Value

a list with class 'htest' containing the following components:

• data.mane: a character string describing the fitted model

• statistic: the value of the test statistic

• parameter: degrees of freedom

• p.value: the p.value of the test

• method: a character indicating what type of test is performed

• alternative: a character indicating the alternative hypothesis

Author(s)

Yves Croissant

References

\insertRef

HAUS:78tobit1

Examples

charitable <- dplyr::mutate(charitable,
                            logdon = log(donation) - log(25))
char_form <- logdon ~ log(donparents) + log(income) +
    education + religion + married + south
ml <- tobit1(char_form, data = charitable)
scls <- update(ml, method = "trimmed")
haustest(scls, ml, omit = "(Intercept)")

tobit1 documentation built on March 18, 2022, 7:31 p.m.