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phaussman

Haussman test on panel estimations

CALLING SEQUENCE

res=phaussman(result1,result2,prt)

PARAMETERS

Input

* results1 = a tlist returned by pfixed()

* results2 = a tlist returned by prandom()

* prt = 'noprint' if the user does not want to print the result on the screen

 

Output

* res = a results tlist with:

  - res('meth') = 'panel haussman'

  - res('pfixed res') = the tlist returned by pfixed()

  - res('prandom res') = the tlist returned by prandom()

  - res('stat') = the Haussman statistics

  - res('pvalue') = the corresponding p-value

DESCRIPTION

Performs the Haussman test, used for testing the specification of the fixed or random effects model.

EXAMPLE

load(GROCERDIR+'\macros\grocer\db\judgepanel.dat') ;
r1 = pfixed('y',judgepanel);
r2 = prandom('y',judgepanel);
rh=phaussman(r1,r2);
// Estimate of a fixed effects model and a random panel model on Judge et alii example.
// Then performs a Haussman test from the results tlist of these estimation. Results are printed on the working space.

AUTHOR

Eric Dubois 2005

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