Tests of endogeneity of: CPU H0: Regressor is exogenous Wu-Hausman F test: 0.68187 F(1,2180) P-value = 0.40903 Durbin-Wu-Hausman chi-sq test: 0.68353 Chi-sq(1) P-value = 0.40837 期刊排版 (完)
Stata 5: How do I test endogeneity? How do I perform a Durbin–Wu–Hausman test? TitleStata 5: Durbin–Wu–Hausman test (augmented regression test) for endogeneity AuthorRonna Cong, StataCorp Before estimating the following simultaneous equations, ...
To statalist@hsphsun2.harvard.edu Subject st: Re: how to make Durbin–Wu–Hausman test for the equation? Date Sun, 16 Dec 2012 13:50:19 -0800 (PST)Hi Qian, I can answer your first questions about the endogeneity test. I am assuming that chine_exp is the endogenous variable, and di...
In order to determine which spatial measurement model is more suitable, the Lagrange multiplier test, Hausman test, LR test for model selection, and LR test for fixed effects were conducted. The results are shown in Table 5. First, the LM test was used to verify whether there is spatial ...
Furthermore, the results of the Wald, LR, and Hausman tests are significant at the 1% level, suggesting that the SDM does not degenerate into a spatial error model and a spatial lag model. 5.2. Results of Descriptive Statistics The estimation of each variable in the model further yields the...