[R] Hausman test for endogeneity

Holger Steinmetz Holger.steinmetz at web.de
Sun Oct 10 15:36:25 CEST 2010


Dear Liviu,

thank you very much. After inspecting the options, I *guess* that systemfit
is what I need.
However, I absolutely don't understand how it works. I searched long for a
detailed documentation (beyond the rather cryptic standard documentation)
but found none. 

Has anybody references/advises how to conduct the test?

Best,
Holger
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