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! -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-in-R-tp4647716.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
