RHAUSMAN: Stata module to perform Robust Hausman Specification Test

Boris Kaiser

Statistical Software Components from Boston College Department of Economics

Abstract: This command implements a (cluster-)robust version of the Hausman specification test using a bootstrap procedure. For example, this test can be used to compare random effects (RE) vs. fixed effects (FE) models in the case where the RE-GLS estimator is not fully efficient due to heteroskedasticity or serial correlation.

Language: Stata
Requires: Stata version 12
Keywords: Hausman test; cluster robust; specification test; fixed effects; random effects; instrumental variables (search for similar items in EconPapers)
Date: 2014-09-06, Revised 2015-11-07
Note: This module should be installed from within Stata by typing "ssc install rhausman". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rhausman.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rhausman.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457909

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().