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Last data update: 2014.03.03

R: Conducting a Hausman Test on a Static AIDS Model

aiStaHau

R Documentation

Conducting a Hausman Test on a Static AIDS Model

Description

Conduct a Hausman test on a static AIDS model and report the result of likelihood ratio test.

Usage

aiStaHau(x, instr, choice = FALSE, ...)

Arguments

`x`	an object of class `aiStaFit` from a static AIDS model.
`instr`	a single time series data as instrument for the expenditure variable in AIDS model.
`choice`	a logical value of whether to take a difference on the right-hand `price` and `instr` variables.
`...`	additional arguments to be passed.

Details

Conduct a Hausman test on a static AIDS model and report the result of likelihood ratio test. Note that logarithm is taken on every variable in the auxiliary regression. These variables are the real total expenditure and its lagged value, instrumental variable, and the price variables.

Value

Return a data frame object with the statistics and p values for the four tests by equation.

`daHau`	data used in estimating the Hausman test.
`formuHau`	formula for estimating the Hausman test.
`regHau`	regression for the Hausman test.
`daFit`	revised data with the fitted value of expenditure included.
`aiBase`	the base static AIDs model estimated.
`aiHaus`	the reestimated static AIDS model using the fitted value of expenditure.
`ratio`	result of the likelihood ration test for the Hausman test.

Author(s)

Changyou Sun (cs258@.msstate.edu)

References

Wan, Y., C. Sun, and D.L. Grebner. 2010. Analysis of import demand for wooden beds in the United States. Journal of Agricultural and Applied Economics 42(4):643-658.

Examples

# see the examples for 'aiDynFit'.