Hausman test in R
1. These are primarily statistics issues, not R issues. You should
post on a statistical help list like stats.stackexchange.com, not
here.
2. However, given your acknowledged statistical ignorance, you may be
asking for trouble. I suggest you seek help from a local statistical
expert to get you started. Then, depending on your statistical
background, you may understand enough to drive safely on your own.
Also try at the R command prompt:
install.packages("fortunes")
library(fortunes)
fortune("brain surgery")
Cheers,
Bert
On Sun, Oct 28, 2012 at 1:33 PM, fxen3k <f.sehardt at gmail.com> wrote:
Hi there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I am not sure about is: "Can I use the Hausman test in a simple OLS regression or is it only possible in a 2SLS regression model?" "And if it is possible to use it, how can I do it?" Info about the data: data = lots of data :) x1 <- data$x1 x2 <- data$x2 x3 <- data$x3 x4 <- data$x4 y1 <- data$y1 reg1 <- summary(lm(y1 ~ x1 + x2 + x3 + x4)) Thanks in advance for any support! -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html Sent from the R help mailing list archive at Nabble.com.
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Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm