| 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 |