Library: | metrics |
See also: | panfix panhaus pandyn |
Macro: | panhaus | |
Description: | Hausman Test for a correlation between the regressors and the individual effects |
Usage: | {OUTPUT} = panhaus(Z,siga,sige,m {,T} ) | |
Input: | ||
Z | Dataset ordered by Individuals (i) 1st column: Index of Individuals 2nd column: Dependent variable 3rd ... column: Explanatory variables (without const!) NT x k+2 Matrix | |
T | Number of time periods for a BALANCED Dataset IMPORTANT: No column for the Index of Individuals! (Optional, only for a Dataset with the same T for all Individuals = BALANCED PANEL) | |
Output: | ||
OUTPUT | String of output table |
library("panel") data=read("pantest") {output,siga,sige}=panfix(data) output
Library: | metrics |
See also: | panfix panhaus pandyn |