smbltest: Smith and Blundell Test

In tobit1: One Equation Tobit Model

Smith and Blundell Test

Description

Test for Exogeneity in Tobit models

Usage

smbltest(formula, data)

Arguments

formula	a two part formula, with the instruments in the second part
data	a data.frame

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

SMIT:BLUN:86tobit1

Examples

library("Formula")
inst <- ~ sic3 + k_serv + inv + engsci + whitecol + skill + semskill + cropland + 
    pasture + forest + coal + petro + minerals + scrconc + bcrconc +
    scrcomp + bcrcomp + meps + 
    kstock + puni + geog2 + tenure + klratio + bunion
tradeprotection <- dplyr::mutate(tradeprotection,
                                 y  = ntb / (1 + ntb),
                                 x1 = exports / imports / elast,
                                 x2 = cap * x1)
smbltest(Formula::as.Formula(y ~ x1 + x2 + labvar, inst), tradeprotection)

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