Hausman test and Sragan test

[zaghdoud]

Good evening

Can anybody, tell me how can i use the hausman test for the endogeneity variable in TSLS and how can i use Sragan test for the over-identifaction instruments in Eviews.


Thanks a lot.

[rodo]

hi, did you try the following command:

view/fixed/random effect testing/correlated random - haussman test


as a cross section random effect test
??

[EViews Gareth]

I don't think that is the Hausman Test he is talking about.

Unfortunately EViews does not have the Hausman endogeneity test built in at the moment, however you should be able to perform it manually fairly easily.

We also do not have an automatic way of computing the Sargan test for TSLS.

[Wing]

Dear all,

Hossein Abbasi-Nejad and Shapour Mohammadi (both from University of Tehran) write an EViews program to run the Hausman test. It is available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=672641. This program is generic and easy to use. All you have to do is replace the panel/pool identifiers (which usually begin with '_') and variable names. To run the test, open your workfile, then run the program (File, Run). You will get the result instantly.

Regards,

Wing
http://maswing.wordpress.com

[EViews Gareth]

Dear all,

Hossein Abbasi-Nejad and Shapour Mohammadi (both from University of Tehran) write an EViews program to run the Hausman test. It is available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=672641. This program is generic and easy to use. All you have to do is replace the panel/pool identifiers (which usually begin with '_') and variable names. To run the test, open your workfile, then run the program (File, Run). You will get the result instantly.

Regards,

Wing
http://maswing.wordpress.com

I just ran that program and, although it has a couple of simple errors, if you can get it working, it does work. However it was written for EViews 4, when EViews didn't support the Hausman test for random effects. EViews 5 and 6 do include this test, so you don't need to use this program.