[R] Hausman Test
arne.henningsen at googlemail.com
Sun Jan 16 17:05:30 CET 2011
On 16 January 2011 16:37, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote:
> Arne: Unless I'm missing something, hausman.systemfit() essentially does the
> right thing and computes the right statistic and p-value (see my other mail
> to Holger). Maybe some preliminary check on the input objects could be used
> for determining the right order of models.
Thanks for the response and the suggestions. Adding a check for the
input objects and extending the documentation is a good idea! I will
change the systemfit package accordingly in the future.
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