[R] Hausman test in R

fxen3k f.sehardt at gmail.com
Sun Oct 28 21:33:08 CET 2012


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!



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