[R] Hausman test in R
f.sehardt at gmail.com
Sun Oct 28 21:33:08 CET 2012
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
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!
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