[R] Hausman test for endogeneity

[Giuseppe Marinelli]

On Saturday 09 October 2010 14:37:35 Holger Steinmetz wrote:
> Dear folks,
>
> can anybody point me in the right direction on how to conduct a hausman
> test for endogeneity in simultanous equation models?
>
> Best,
> Holger

hausman.systemfit [1] should be what you are looking for.
Cheers

Giuseppe

[1] http://cran.r-project.org/web/packages/systemfit/systemfit.pdf