[Gretl-devel] Back to Hausman (was: Re: 'modtest' extensions)
Am 11.11.2017 um 20:21 schrieb Allin Cottrell:
> Am 19.09.2017 um 14:47 schrieb Sven Schreiber:
>
>> The 'hausman' command does a very specific thing, namely test a
>> _pooled_ OLS specification in panel data.
>> as well? And related: Why are there no $test and $pvalue
accessors
>> after the 'hausman' command? (At least it's not in the doc.)
/Tests/Panel diagnostics after OLS). But if you want the relevant
accessors you'd estimate fixed or random effects.
... except that you still don't have a way to get the result of the
Hausman test of pooled vs. RE (or FE) in a script, do you?
Hence my suggestion to extend the $hausman accessor to the pooled panel
case.
thanks,
sven