Haussman test on panel estimations
res=phaussman(result1,result2,prt)
* 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
* 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
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. | ![]() | ![]() |