hausman {micsr}

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

Hausman JA (1978). “Specification Tests in Econometrics.” Econometrica, 46(6), 1251–1271.